+46.0%
DGX vs IFF
+44.8%
+1.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +3.9% |
| 7D | +4.1% | -3.3% | +7.4% | +4.3% |
| 30D | +10.5% | +5.3% | +5.2% | +9.8% |
| 3M | +9.8% | +8.9% | +0.9% | +8.6% |
| 6M | +34.6% | +26.3% | +8.2% | +29.8% |
| YTD | +49.8% | +32.2% | +17.6% | +42.3% |
| 1Y | +46.0% | +45.8% | +0.3% | +35.2% |
| All | +46.0% | +44.8% | +1.2% | +35.2% |
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