-7.3%
DIS vs IFF
+32.7%
-40.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.3% | -2.8% | +1.5% | -0.5% |
| 30D | +2.2% | -1.1% | +3.3% | +2.5% |
| 3M | +8.1% | +13.8% | -5.7% | +4.3% |
| 6M | +5.2% | +16.7% | -11.4% | +0.2% |
| YTD | -6.3% | +26.1% | -32.4% | -11.6% |
| 1Y | -7.3% | +33.5% | -40.8% | -13.8% |
| All | -7.3% | +32.7% | -40.0% | -13.8% |
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 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