+5,137.1%
BDX vs IFF
+825.7%
+4,311.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.2% | -3.2% | 0.0% | -2.3% |
| 30D | -2.5% | -0.3% | -2.3% | -2.5% |
| 3M | +21.4% | +8.4% | +13.0% | +18.5% |
| 6M | +10.4% | +23.0% | -12.6% | +3.4% |
| YTD | +18.8% | +25.5% | -6.6% | +10.4% |
| 1Y | +21.7% | +29.1% | -7.4% | +12.0% |
| 3Y | -10.0% | +31.7% | -41.6% | -19.0% |
| 5Y | -1.8% | -35.2% | +33.4% | +3.8% |
| 10Y | +58.8% | -20.7% | +79.5% | +50.7% |
| All | +5,137.1% | +825.7% | +4,311.4% | +2,055.8% |
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