+795.1%
BKNG vs IFF
+312.7%
+482.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -10.7% | -2.8% | -7.9% | -9.5% |
| 30D | -18.1% | -1.1% | -17.0% | -17.6% |
| 3M | +8.5% | +13.8% | -5.3% | +2.7% |
| 6M | -0.1% | +16.7% | -16.7% | -7.7% |
| YTD | -18.2% | +26.1% | -44.3% | -27.7% |
| 1Y | -19.9% | +33.5% | -53.4% | -31.2% |
| 3Y | +41.6% | +31.6% | +10.0% | +18.1% |
| 5Y | +93.1% | -34.9% | +128.0% | +115.7% |
| 10Y | +214.8% | -20.3% | +235.1% | +201.3% |
| All | +795.1% | +312.7% | +482.4% | +251.7% |
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