+37.5%
CVX vs IFF
+34.4%
+3.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +3.3% | -1.8% | +5.2% | +3.0% |
| 30D | +12.9% | -2.0% | +14.8% | +12.5% |
| 3M | +11.7% | +18.5% | -6.8% | +15.7% |
| 6M | +14.1% | +11.7% | +2.5% | +19.5% |
| YTD | +40.7% | +29.6% | +11.1% | +46.7% |
| 1Y | +37.5% | +35.0% | +2.5% | +40.9% |
| All | +37.5% | +34.4% | +3.1% | +40.9% |
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