-0.3%
BA vs IFF
-34.7%
+34.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +2.5% | -0.2% | +2.7% | +2.5% |
| 30D | -10.1% | -0.3% | -9.8% | -10.0% |
| 3M | -2.4% | +18.6% | -21.0% | -8.4% |
| 6M | -8.8% | +17.4% | -26.2% | -14.8% |
| YTD | -2.9% | +28.5% | -31.4% | -12.5% |
| 1Y | -8.8% | +32.5% | -41.3% | -19.0% |
| 3Y | -0.3% | +34.1% | -34.3% | -13.3% |
| 5Y | -0.3% | -35.2% | +34.9% | +13.8% |
| All | -0.3% | -34.7% | +34.3% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling