-16.6%
AMRZ vs IFF
+18.0%
-34.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.4% |
| 7D | -1.1% | -10.8% | +9.6% | +3.2% |
| 30D | +18.3% | -0.1% | +18.4% | +18.0% |
| 3M | -8.0% | -1.2% | -6.7% | -7.8% |
| 6M | -18.7% | +5.2% | -23.9% | -21.1% |
| YTD | -19.8% | +27.3% | -47.1% | -27.9% |
| 1Y | -12.3% | +39.2% | -51.5% | -24.1% |
| All | -16.6% | +18.0% | -34.6% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling