+91.7%
BKNG vs IFF
-35.5%
+127.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.7% | -2.8% | -7.9% | -9.8% |
| 30D | -18.1% | -1.1% | -17.0% | -17.7% |
| 3M | +8.5% | +13.8% | -5.3% | +4.3% |
| 6M | -0.1% | +16.7% | -16.7% | -5.5% |
| YTD | -18.2% | +26.1% | -44.3% | -25.3% |
| 1Y | -19.9% | +33.5% | -53.4% | -28.5% |
| 3Y | +41.6% | +31.6% | +10.0% | +22.0% |
| All | +91.7% | -35.5% | +127.1% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling