+874.4%
BAH vs IFF
+138.4%
+735.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -4.3% | -0.2% | -4.2% | -4.3% |
| 30D | -4.5% | -0.3% | -4.1% | -4.4% |
| 3M | -7.6% | +18.6% | -26.2% | -12.0% |
| 6M | -10.6% | +17.4% | -28.0% | -15.4% |
| YTD | -12.6% | +28.5% | -41.0% | -19.5% |
| 1Y | -27.0% | +32.5% | -59.5% | -33.5% |
| 3Y | -31.5% | +34.1% | -65.5% | -39.0% |
| 5Y | -3.8% | -35.2% | +31.3% | +2.9% |
| 10Y | +183.9% | -21.1% | +205.0% | +163.8% |
| All | +874.4% | +138.4% | +735.9% | +430.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling