+96.7%
DGX vs IFF
+29.0%
+67.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -0.9% | -3.2% | +2.3% | -0.4% |
| 30D | -1.2% | -0.3% | -0.9% | -1.1% |
| 3M | +15.8% | +8.4% | +7.3% | +14.2% |
| 6M | +18.2% | +23.0% | -4.9% | +13.5% |
| YTD | +37.2% | +25.5% | +11.7% | +31.3% |
| 1Y | +30.4% | +29.1% | +1.3% | +24.0% |
| 3Y | +96.7% | +31.7% | +65.1% | +85.8% |
| All | +96.7% | +29.0% | +67.7% | +85.8% |
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