+136.0%
BAC vs IFF
+29.7%
+106.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.3% | -2.8% | +2.5% | +0.2% |
| 30D | -1.8% | -1.1% | -0.6% | -1.6% |
| 3M | +15.3% | +13.8% | +1.5% | +12.4% |
| 6M | +30.2% | +16.7% | +13.5% | +25.6% |
| YTD | +15.6% | +26.1% | -10.6% | +8.9% |
| 1Y | +27.5% | +33.5% | -6.0% | +18.1% |
| All | +136.0% | +29.7% | +106.4% | +95.2% |
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