+3,446.4%
BWA vs IFF
+406.0%
+3,040.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -0.1% | -2.8% | +2.7% | +1.3% |
| 30D | -5.5% | -1.1% | -4.4% | -5.1% |
| 3M | -7.6% | +13.8% | -21.4% | -13.9% |
| 6M | +25.0% | +16.7% | +8.3% | +13.8% |
| YTD | +47.0% | +26.1% | +20.8% | +28.3% |
| 1Y | +54.0% | +33.5% | +20.5% | +30.3% |
| 3Y | +70.7% | +31.6% | +39.1% | +41.5% |
| 5Y | +86.7% | -34.9% | +121.5% | +110.6% |
| 10Y | +154.0% | -20.3% | +174.3% | +142.5% |
| All | +3,446.4% | +406.0% | +3,040.4% | +1,381.5% |
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 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