+887.3%
BBWI vs IFF
+833.5%
+53.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.5% |
| 7D | -4.4% | -3.0% | -1.4% | -2.9% |
| 30D | -7.4% | -0.9% | -6.5% | -7.1% |
| 3M | -2.2% | +11.8% | -14.1% | -8.2% |
| 6M | -16.3% | +16.5% | -32.8% | -23.9% |
| YTD | -9.1% | +26.5% | -35.6% | -20.8% |
| 1Y | -34.5% | +32.7% | -67.2% | -44.6% |
| 3Y | -47.0% | +32.0% | -79.0% | -55.8% |
| 5Y | -68.8% | -36.1% | -32.8% | -64.0% |
| 10Y | -57.4% | -20.1% | -37.3% | -57.4% |
| All | +887.3% | +833.5% | +53.9% | +128.5% |
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 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