+724.9%
DELL vs IFF
+29.0%
+695.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.5% | +12.5% | +12.1% |
| 7D | +8.2% | -3.2% | +11.4% | +9.1% |
| 30D | +17.1% | -0.3% | +17.4% | +17.2% |
| 3M | +45.2% | +8.4% | +36.7% | +41.1% |
| 6M | +286.8% | +23.0% | +263.7% | +259.6% |
| YTD | +354.8% | +25.5% | +329.3% | +317.8% |
| 1Y | +358.3% | +29.1% | +329.2% | +316.4% |
| 3Y | +724.9% | +31.7% | +693.2% | +648.1% |
| All | +724.9% | +29.0% | +695.9% | +648.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling