+2.1%
AS vs IFF
+44.8%
-42.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.9% | +10.0% | +7.1% |
| 7D | +13.8% | -3.3% | +17.1% | +15.1% |
| 30D | +16.7% | +5.3% | +11.4% | +13.6% |
| 3M | -11.5% | +8.9% | -20.4% | -15.4% |
| 6M | -5.5% | +26.3% | -31.9% | -15.7% |
| YTD | -14.2% | +32.2% | -46.4% | -22.8% |
| 1Y | +2.1% | +45.8% | -43.7% | -8.0% |
| All | +2.1% | +44.8% | -42.8% | -8.0% |
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