+12.2%
DIS vs IFF
+27.0%
-14.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.4% |
| 7D | +1.9% | -1.8% | +3.7% | +2.4% |
| 30D | +9.2% | -9.4% | +18.6% | +11.9% |
| 3M | +13.5% | -3.0% | +16.5% | +14.0% |
| 6M | +14.3% | +5.8% | +8.5% | +11.4% |
| YTD | +5.4% | +22.4% | -17.0% | -0.8% |
| 1Y | +12.2% | +23.0% | -10.9% | +5.7% |
| All | +12.2% | +27.0% | -14.9% | +5.7% |
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