+1,821.9%
BA vs IFF
+856.0%
+965.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | -1.8% | +3.0% | +2.0% |
| 30D | -11.6% | -2.0% | -9.7% | -10.9% |
| 3M | -2.4% | +18.5% | -20.9% | -9.9% |
| 6M | -6.6% | +11.7% | -18.3% | -12.5% |
| YTD | -2.2% | +29.6% | -31.8% | -14.6% |
| 1Y | -8.0% | +35.0% | -43.0% | -21.5% |
| 3Y | -5.0% | +32.3% | -37.3% | -20.2% |
| 5Y | -2.7% | -34.6% | +31.8% | +8.9% |
| 10Y | +75.9% | -20.6% | +96.5% | +76.9% |
| All | +1,821.9% | +856.0% | +965.9% | +470.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling