+1,470.0%
BA vs IFF
+825.2%
+644.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | 0.0% | -9.8% | +9.8% | +4.5% |
| 30D | -8.9% | -1.6% | -7.3% | -8.6% |
| 3M | -25.5% | -1.8% | -23.7% | -25.3% |
| 6M | -27.0% | +3.6% | -30.6% | -28.8% |
| YTD | -20.1% | +25.4% | -45.5% | -29.5% |
| 1Y | -11.0% | +35.4% | -46.4% | -24.4% |
| 3Y | -11.8% | +23.9% | -35.7% | -23.8% |
| 5Y | -20.6% | -37.1% | +16.5% | -9.6% |
| 10Y | +26.6% | -10.3% | +36.9% | +20.8% |
| All | +1,470.0% | +825.2% | +644.8% | +370.8% |
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 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