+26.8%
BA vs IFF
-10.8%
+37.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -1.4% | -5.7% | +4.3% | +1.4% |
| 30D | -7.9% | -2.7% | -5.2% | -7.1% |
| 3M | -25.2% | -2.3% | -22.9% | -24.8% |
| 6M | -26.7% | +6.0% | -32.7% | -29.6% |
| YTD | -19.6% | +24.6% | -44.2% | -30.1% |
| 1Y | -10.6% | +29.4% | -40.0% | -24.0% |
| 3Y | -11.2% | +23.1% | -34.4% | -25.3% |
| 5Y | -20.4% | -37.2% | +16.7% | -4.4% |
| 10Y | +26.8% | -10.8% | +37.5% | +24.4% |
| All | +26.8% | -10.8% | +37.6% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling