+141.8%
BRKR vs IFF
+464.8%
-323.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -8.7% | -3.2% | -5.5% | -7.0% |
| 30D | -9.9% | -0.3% | -9.6% | -9.8% |
| 3M | -3.1% | +8.4% | -11.5% | -7.8% |
| 6M | +45.5% | +23.0% | +22.5% | +28.7% |
| YTD | +13.7% | +25.5% | -11.8% | -1.7% |
| 1Y | +67.4% | +29.1% | +38.4% | +42.4% |
| 3Y | -13.2% | +31.7% | -44.9% | -28.3% |
| 5Y | -39.5% | -35.2% | -4.3% | -30.2% |
| 10Y | +153.5% | -20.7% | +174.2% | +138.8% |
| All | +141.8% | +464.8% | -323.0% | -34.3% |
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