-28.6%
BAH vs IFF
+29.7%
-58.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +2.4% | -2.8% | +5.2% | +2.9% |
| 30D | -2.9% | -1.1% | -1.8% | -2.8% |
| 3M | -1.3% | +13.8% | -15.2% | -3.7% |
| 6M | -0.9% | +16.7% | -17.6% | -4.1% |
| YTD | -8.2% | +26.1% | -34.4% | -13.0% |
| 1Y | -24.0% | +33.5% | -57.5% | -28.9% |
| All | -28.6% | +29.7% | -58.3% | -30.5% |
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