+1,479.3%
BNS vs IFF
+313.7%
+1,165.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -0.4% | -3.2% | +2.8% | +0.9% |
| 30D | +3.5% | -0.3% | +3.7% | +3.5% |
| 3M | +14.1% | +8.4% | +5.6% | +9.8% |
| 6M | +33.8% | +23.0% | +10.7% | +21.1% |
| YTD | +29.5% | +25.5% | +4.0% | +15.5% |
| 1Y | +48.4% | +29.1% | +19.3% | +30.2% |
| 3Y | +129.6% | +31.7% | +97.9% | +93.0% |
| 5Y | +96.1% | -35.2% | +131.3% | +113.5% |
| 10Y | +186.2% | -20.7% | +206.9% | +161.9% |
| All | +1,479.3% | +313.7% | +1,165.7% | +522.0% |
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