-1.5%
AS vs IFF
+27.0%
-28.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | -4.9% | -1.8% | -3.1% | -4.1% |
| 30D | +3.9% | -9.4% | +13.3% | +7.8% |
| 3M | -9.6% | -3.0% | -6.6% | -9.2% |
| 6M | -8.7% | +5.8% | -14.5% | -12.3% |
| YTD | -19.8% | +22.4% | -42.2% | -26.1% |
| 1Y | -1.5% | +23.0% | -24.6% | -8.7% |
| All | -1.5% | +27.0% | -28.6% | -8.7% |
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