+256.9%
BNY vs IFF
-35.8%
+292.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | -1.3% | -3.2% | +1.9% | -0.6% |
| 30D | -0.2% | -0.3% | +0.1% | -0.1% |
| 3M | +14.9% | +8.4% | +6.5% | +12.3% |
| 6M | +40.0% | +23.0% | +17.0% | +31.6% |
| YTD | +42.0% | +25.5% | +16.5% | +31.8% |
| 1Y | +56.9% | +29.1% | +27.8% | +44.1% |
| 3Y | +289.9% | +31.7% | +258.2% | +245.9% |
| All | +256.9% | -35.8% | +292.7% | +286.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling