+97.3%
BRKR vs IFF
+34.4%
+62.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +2.5% | -1.8% | +4.3% | +3.2% |
| 30D | +11.5% | -2.0% | +13.4% | +12.2% |
| 3M | -2.4% | +18.5% | -20.9% | -9.5% |
| 6M | +52.3% | +11.7% | +40.6% | +41.1% |
| YTD | +24.5% | +29.6% | -5.1% | +6.6% |
| 1Y | +97.3% | +35.0% | +62.4% | +68.6% |
| All | +97.3% | +34.4% | +62.9% | +68.6% |
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