+171.6%
BKR vs IFF
-35.8%
+207.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.5% |
| 7D | -7.0% | -3.2% | -3.8% | -6.5% |
| 30D | -8.1% | -0.3% | -7.8% | -8.1% |
| 3M | -6.6% | +8.4% | -15.1% | -8.5% |
| 6M | +0.9% | +23.0% | -22.2% | -4.4% |
| YTD | +31.1% | +25.5% | +5.6% | +23.6% |
| 1Y | +27.7% | +29.1% | -1.4% | +19.4% |
| 3Y | +71.2% | +31.7% | +39.6% | +55.5% |
| All | +171.6% | -35.8% | +207.4% | +187.1% |
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