+8,732.2%
AMD vs IFF
-21.7%
+8,753.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.6% | +3.7% |
| 7D | +14.0% | -3.0% | +17.0% | +15.6% |
| 30D | +11.0% | -0.9% | +11.9% | +11.2% |
| 3M | +9.6% | +11.8% | -2.3% | +2.3% |
| 6M | +157.1% | +16.5% | +140.6% | +135.2% |
| YTD | +143.3% | +26.5% | +116.8% | +111.6% |
| 1Y | +234.4% | +32.7% | +201.7% | +181.7% |
| 3Y | +391.2% | +32.0% | +359.2% | +306.0% |
| 5Y | +390.9% | -36.1% | +427.0% | +469.0% |
| 10Y | +8,732.2% | -20.1% | +8,752.3% | +8,172.3% |
| All | +8,732.2% | -21.7% | +8,753.9% | +8,172.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling