+32.9%
BABA vs IFF
+33.6%
-0.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -12.3% | -0.3% | -12.0% | -12.2% |
| 3M | -5.3% | +18.6% | -23.9% | -10.6% |
| 6M | -13.1% | +17.4% | -30.4% | -18.3% |
| YTD | -22.4% | +28.5% | -50.9% | -29.5% |
| 1Y | -19.5% | +32.5% | -52.0% | -27.9% |
| 3Y | +32.9% | +34.1% | -1.1% | +20.0% |
| All | +32.9% | +33.6% | -0.6% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling