+72.8%
BHP vs IFF
+29.0%
+43.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -3.2% | -0.4% | -2.6% |
| 30D | -1.2% | -0.3% | -0.9% | -1.1% |
| 3M | +1.2% | +8.4% | -7.2% | -2.0% |
| 6M | +21.4% | +23.0% | -1.6% | +12.1% |
| YTD | +50.4% | +25.5% | +25.0% | +37.0% |
| 1Y | +67.5% | +29.1% | +38.4% | +50.5% |
| 3Y | +72.8% | +31.7% | +41.2% | +51.3% |
| All | +72.8% | +29.0% | +43.8% | +51.3% |
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