+14,855.3%
BN vs IFF
+848.0%
+14,007.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -10.9% | -0.3% | -10.6% | -10.8% |
| 3M | -11.1% | +18.6% | -29.6% | -17.2% |
| 6M | -4.4% | +17.4% | -21.7% | -11.5% |
| YTD | -14.1% | +28.5% | -42.6% | -23.4% |
| 1Y | -11.1% | +32.5% | -43.6% | -22.0% |
| 3Y | +75.6% | +34.1% | +41.5% | +51.7% |
| 5Y | +35.8% | -35.2% | +71.0% | +51.1% |
| 10Y | +261.6% | -21.1% | +282.7% | +259.8% |
| All | +14,855.3% | +848.0% | +14,007.3% | +6,705.1% |
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