+6.7%
AMZN vs IFF
+44.8%
-38.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.9% | +11.0% | +6.5% |
| 7D | +4.5% | -3.3% | +7.8% | +4.6% |
| 30D | +5.8% | +5.3% | +0.5% | +4.8% |
| 3M | -4.1% | +8.9% | -13.0% | -5.4% |
| 6M | -2.2% | +26.3% | -28.6% | -5.0% |
| YTD | +15.3% | +32.2% | -16.9% | +9.2% |
| 1Y | +6.7% | +45.8% | -39.0% | -0.5% |
| All | +6.7% | +44.8% | -38.1% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling