+18.0%
CGNX vs IFF
+40.8%
-22.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.5% | -9.0% | -9.9% |
| 7D | -19.5% | -4.9% | -14.6% | -18.0% |
| 30D | -28.4% | +2.9% | -31.3% | -29.4% |
| 3M | -32.7% | -1.5% | -31.3% | -32.5% |
| 6M | -19.0% | +23.3% | -42.3% | -29.4% |
| YTD | +32.6% | +30.2% | +2.4% | +19.1% |
| 1Y | +18.0% | +37.9% | -19.9% | +3.7% |
| All | +18.0% | +40.8% | -22.7% | +3.7% |
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 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