-4.7%
BN vs IFF
+44.8%
-49.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.9% | +10.9% | +7.1% |
| 7D | +12.0% | -3.3% | +15.3% | +12.7% |
| 30D | +17.0% | +5.3% | +11.7% | +15.3% |
| 3M | -3.2% | +8.9% | -12.1% | -5.6% |
| 6M | -3.9% | +26.3% | -30.2% | -10.2% |
| YTD | -5.6% | +32.2% | -37.8% | -12.4% |
| 1Y | -4.7% | +45.8% | -50.5% | -11.9% |
| All | -4.7% | +44.8% | -49.6% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling