+6.4%
BAH vs IFF
+44.8%
-38.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.9% | +6.4% | +1.8% |
| 7D | +5.8% | -3.3% | +9.1% | +6.0% |
| 30D | +28.7% | +5.3% | +23.4% | +28.3% |
| 3M | +20.9% | +8.9% | +12.0% | +20.1% |
| 6M | +15.2% | +26.3% | -11.2% | +13.4% |
| YTD | +7.1% | +32.2% | -25.1% | +4.6% |
| 1Y | +6.4% | +45.8% | -39.4% | +2.0% |
| All | +6.4% | +44.8% | -38.4% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling