+258.5%
BN vs IFF
-20.3%
+278.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | -5.2% | -3.2% | -2.0% | -3.8% |
| 30D | -14.5% | -0.3% | -14.2% | -14.4% |
| 3M | -15.0% | +8.4% | -23.4% | -18.5% |
| 6M | -5.4% | +23.0% | -28.4% | -15.4% |
| YTD | -16.4% | +25.5% | -41.9% | -26.2% |
| 1Y | -16.2% | +29.1% | -45.3% | -27.3% |
| 3Y | +67.5% | +31.7% | +35.9% | +41.3% |
| 5Y | +34.1% | -35.2% | +69.3% | +52.6% |
| All | +258.5% | -20.3% | +278.7% | +246.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling