+8,106.0%
BHP vs IFF
+833.5%
+7,272.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.0% |
| 7D | +0.9% | -3.0% | +3.9% | +2.3% |
| 30D | +4.0% | -0.9% | +4.9% | +4.4% |
| 3M | +11.3% | +11.8% | -0.6% | +5.0% |
| 6M | +29.3% | +16.5% | +12.8% | +18.8% |
| YTD | +59.2% | +26.5% | +32.7% | +40.0% |
| 1Y | +80.8% | +32.7% | +48.1% | +54.6% |
| 3Y | +88.0% | +32.0% | +56.0% | +57.0% |
| 5Y | +126.6% | -36.1% | +162.7% | +153.4% |
| 10Y | +515.7% | -20.1% | +535.8% | +477.3% |
| All | +8,106.0% | +833.5% | +7,272.5% | +3,087.0% |
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