+50.3%
CSX vs IFF
+33.7%
+16.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -0.3% | -5.7% | +5.4% | +0.5% |
| 30D | +8.7% | -2.7% | +11.4% | +9.1% |
| 3M | +4.2% | -2.3% | +6.5% | +4.5% |
| 6M | +16.7% | +6.0% | +10.7% | +15.7% |
| YTD | +44.5% | +24.6% | +19.9% | +39.0% |
| 1Y | +50.3% | +29.4% | +20.9% | +44.5% |
| All | +50.3% | +33.7% | +16.6% | +44.5% |
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 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