-10.6%
BA vs IFF
+33.7%
-44.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -1.4% | -5.7% | +4.3% | +0.2% |
| 30D | -7.9% | -2.7% | -5.2% | -7.5% |
| 3M | -25.2% | -2.3% | -22.9% | -25.0% |
| 6M | -26.7% | +6.0% | -32.7% | -28.7% |
| YTD | -19.6% | +24.6% | -44.2% | -24.1% |
| 1Y | -10.6% | +29.4% | -40.0% | -15.7% |
| All | -10.6% | +33.7% | -44.3% | -15.7% |
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