+17.8%
AVGO vs IFF
+34.4%
-16.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | -1.8% | -1.1% | -3.0% |
| 30D | -14.4% | -2.0% | -12.5% | -14.4% |
| 3M | -14.4% | +18.5% | -33.0% | -14.2% |
| 6M | +13.1% | +11.7% | +1.5% | +11.7% |
| YTD | +3.8% | +29.6% | -25.8% | +4.0% |
| 1Y | +17.8% | +35.0% | -17.2% | +17.7% |
| All | +17.8% | +34.4% | -16.6% | +17.7% |
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