-21.3%
COO vs IFF
+33.4%
-54.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -22.5% | -3.2% | -19.4% | -21.8% |
| 30D | -29.7% | -0.3% | -29.5% | -29.7% |
| 3M | -20.1% | +8.4% | -28.6% | -21.9% |
| 6M | -26.9% | +23.0% | -49.9% | -31.7% |
| YTD | -34.2% | +25.5% | -59.7% | -40.3% |
| 1Y | -21.3% | +29.1% | -50.3% | -28.6% |
| All | -21.3% | +33.4% | -54.6% | -28.6% |
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