-99.8%
BIYA vs IFF
+9.2%
-109.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.8% | -3.2% | +1.4% | -1.9% |
| 30D | -17.5% | -0.3% | -17.2% | -17.5% |
| 3M | -78.0% | +8.4% | -86.5% | -77.9% |
| 6M | -89.5% | +23.0% | -112.5% | -88.8% |
| YTD | -94.3% | +25.5% | -119.7% | -94.0% |
| 1Y | -98.6% | +29.1% | -127.7% | -98.5% |
| All | -99.8% | +9.2% | -109.0% | -99.8% |
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 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