+23.4%
BA vs IFF
-13.3%
+36.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.4% |
| 7D | -0.6% | -6.9% | +6.4% | +2.9% |
| 30D | -8.0% | -8.9% | +0.9% | -4.1% |
| 3M | -25.8% | -3.7% | -22.1% | -24.9% |
| 6M | -27.6% | +3.5% | -31.0% | -29.6% |
| YTD | -21.0% | +21.2% | -42.2% | -30.4% |
| 1Y | -12.3% | +25.6% | -37.9% | -24.3% |
| 3Y | -12.8% | +19.7% | -32.5% | -25.5% |
| 5Y | -22.4% | -39.8% | +17.5% | -4.5% |
| All | +23.4% | -13.3% | +36.7% | +22.4% |
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