+202.5%
BAH vs IFF
-20.3%
+222.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +4.3% | -3.2% | +7.4% | +4.9% |
| 30D | -2.5% | -0.3% | -2.2% | -2.4% |
| 3M | -0.9% | +8.4% | -9.4% | -2.9% |
| 6M | +1.5% | +23.0% | -21.6% | -3.8% |
| YTD | -8.0% | +25.5% | -33.4% | -13.3% |
| 1Y | -24.7% | +29.1% | -53.8% | -29.7% |
| 3Y | -28.4% | +31.7% | -60.1% | -34.2% |
| 5Y | +2.8% | -35.2% | +38.0% | +8.5% |
| All | +202.5% | -20.3% | +222.8% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling