+518.3%
BKR vs IFF
+825.7%
-307.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -7.0% | -3.2% | -3.8% | -5.7% |
| 30D | -8.1% | -0.3% | -7.8% | -8.1% |
| 3M | -6.6% | +8.4% | -15.1% | -10.8% |
| 6M | +0.9% | +23.0% | -22.2% | -10.5% |
| YTD | +31.1% | +25.5% | +5.6% | +15.0% |
| 1Y | +27.7% | +29.1% | -1.4% | +10.1% |
| 3Y | +71.2% | +31.7% | +39.6% | +41.1% |
| 5Y | +177.6% | -35.2% | +212.8% | +200.1% |
| 10Y | +122.7% | -20.7% | +143.4% | +110.3% |
| All | +518.3% | +825.7% | -307.4% | +128.6% |
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