+46.9%
BB vs IFF
+29.0%
+17.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -0.4% | -3.2% | +2.8% | +0.3% |
| 30D | -12.5% | -0.3% | -12.3% | -12.6% |
| 3M | -17.4% | +8.4% | -25.9% | -19.6% |
| 6M | +119.1% | +23.0% | +96.1% | +103.4% |
| YTD | +102.4% | +25.5% | +76.9% | +84.9% |
| 1Y | +98.2% | +29.1% | +69.1% | +78.4% |
| 3Y | +46.9% | +31.7% | +15.3% | +23.3% |
| All | +46.9% | +29.0% | +17.9% | +23.3% |
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