+160.3%
EBAY vs IFF
+29.0%
+131.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +4.2% | -3.2% | +7.4% | +4.9% |
| 30D | +5.6% | -0.3% | +5.9% | +5.7% |
| 3M | -1.4% | +8.4% | -9.8% | -3.1% |
| 6M | +18.2% | +23.0% | -4.8% | +12.8% |
| YTD | +24.8% | +25.5% | -0.6% | +17.5% |
| 1Y | +18.0% | +29.1% | -11.0% | +10.0% |
| 3Y | +160.3% | +31.7% | +128.6% | +133.7% |
| All | +160.3% | +29.0% | +131.3% | +133.7% |
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 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