+209.9%
BKNG vs IFF
-20.3%
+230.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -9.8% | -3.2% | -6.6% | -8.7% |
| 30D | -17.9% | -0.3% | -17.6% | -17.7% |
| 3M | +6.6% | +8.4% | -1.9% | +3.5% |
| 6M | +1.1% | +23.0% | -21.9% | -7.4% |
| YTD | -18.2% | +25.5% | -43.7% | -26.4% |
| 1Y | -20.2% | +29.1% | -49.3% | -29.2% |
| 3Y | +39.9% | +31.7% | +8.2% | +18.7% |
| 5Y | +93.1% | -35.2% | +128.3% | +118.9% |
| All | +209.9% | -20.3% | +230.2% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling