+56.6%
BRKR vs IFF
+31.3%
+25.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.3% | +9.9% | +6.7% |
| 7D | +7.4% | -11.2% | +18.6% | +10.7% |
| 30D | +2.7% | -1.8% | +4.4% | +1.6% |
| 3M | +19.7% | -1.8% | +21.5% | +18.3% |
| 6M | +45.2% | +0.6% | +44.6% | +41.3% |
| YTD | +30.6% | +24.6% | +6.0% | +11.9% |
| 1Y | +56.6% | +34.4% | +22.2% | +28.5% |
| All | +56.6% | +31.3% | +25.3% | +28.5% |
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 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