-10.6%
BA vs IFF
+44.8%
-55.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +3.5% |
| 7D | +5.9% | -3.3% | +9.2% | +6.8% |
| 30D | -8.2% | +5.3% | -13.5% | -9.7% |
| 3M | -25.4% | +8.9% | -34.3% | -27.5% |
| 6M | -20.0% | +26.3% | -46.4% | -25.6% |
| YTD | -18.5% | +32.2% | -50.7% | -24.0% |
| 1Y | -10.6% | +45.8% | -56.4% | -17.2% |
| All | -10.6% | +44.8% | -55.5% | -17.2% |
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