-13.6%
BKNG vs IFF
+44.8%
-58.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.9% | +14.7% | +10.8% |
| 7D | +15.6% | -3.3% | +18.9% | +16.1% |
| 30D | +8.0% | +5.3% | +2.7% | +6.3% |
| 3M | -11.8% | +8.9% | -20.7% | -13.7% |
| 6M | +3.8% | +26.3% | -22.6% | -0.3% |
| YTD | -19.6% | +32.2% | -51.8% | -24.5% |
| 1Y | -13.6% | +45.8% | -59.3% | -21.0% |
| All | -13.6% | +44.8% | -58.4% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling