+5.8%
AMCR vs IFF
+29.0%
-23.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -6.3% | -3.2% | -3.1% | -4.9% |
| 30D | -7.8% | -0.3% | -7.5% | -7.7% |
| 3M | +7.5% | +8.4% | -0.9% | +3.6% |
| 6M | +2.7% | +23.0% | -20.3% | -6.4% |
| YTD | +6.0% | +25.5% | -19.4% | -4.1% |
| 1Y | +7.8% | +29.1% | -21.3% | -3.8% |
| 3Y | +5.8% | +31.7% | -25.9% | -11.1% |
| All | +5.8% | +29.0% | -23.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling