-21.3%
AMRZ vs IFF
+16.9%
-38.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -8.1% | -2.8% | -5.3% | -7.0% |
| 30D | -14.8% | -1.1% | -13.7% | -14.4% |
| 3M | -19.7% | +13.8% | -33.6% | -24.0% |
| 6M | -30.8% | +16.7% | -47.5% | -35.5% |
| YTD | -24.3% | +26.1% | -50.4% | -31.4% |
| 1Y | -24.0% | +33.5% | -57.5% | -33.0% |
| All | -21.3% | +16.9% | -38.2% | -29.2% |
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