+356.5%
BLDR vs IFF
+283.8%
+72.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -0.7% |
| 7D | -2.7% | -3.0% | +0.3% | -0.2% |
| 30D | -14.7% | -0.9% | -13.8% | -14.0% |
| 3M | -20.8% | +11.8% | -32.7% | -28.1% |
| 6M | -35.3% | +16.5% | -51.9% | -44.1% |
| YTD | -40.3% | +26.5% | -66.8% | -52.1% |
| 1Y | -56.3% | +32.7% | -89.0% | -66.4% |
| 3Y | -56.1% | +32.0% | -88.1% | -67.8% |
| 5Y | +12.9% | -36.1% | +49.0% | +42.1% |
| 10Y | +386.5% | -20.1% | +406.5% | +322.5% |
| All | +356.5% | +283.8% | +72.7% | -23.9% |
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 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