+143.3%
DELL vs IFF
+44.8%
+98.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.9% | -3.9% | -8.3% |
| 7D | -24.6% | -3.3% | -21.3% | -24.3% |
| 30D | -32.5% | +5.3% | -37.8% | -33.2% |
| 3M | -20.2% | +8.9% | -29.1% | -21.4% |
| 6M | +76.5% | +26.3% | +50.1% | +66.3% |
| YTD | +198.9% | +32.2% | +166.7% | +172.9% |
| 1Y | +143.3% | +45.8% | +97.6% | +117.9% |
| All | +143.3% | +44.8% | +98.5% | +117.9% |
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