+1.4%
BKR vs IFF
+17.3%
-15.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.3% | -6.4% | -6.7% |
| 7D | -6.7% | -2.8% | -3.9% | -6.9% |
| 30D | -8.3% | -1.1% | -7.2% | -8.4% |
| 3M | -5.4% | +13.8% | -19.2% | -5.0% |
| All | +1.4% | +17.3% | -15.9% | +2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling