+14,235.7%
EBAY vs IFF
+365.9%
+13,869.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | -0.8% | -2.8% | +2.0% | +0.2% |
| 30D | -0.6% | -1.1% | +0.5% | -0.2% |
| 3M | -1.0% | +13.8% | -14.8% | -5.8% |
| 6M | +16.3% | +16.7% | -0.4% | +8.4% |
| YTD | +21.7% | +26.1% | -4.4% | +9.5% |
| 1Y | +16.5% | +33.5% | -17.0% | +2.3% |
| 3Y | +154.2% | +31.6% | +122.6% | +119.2% |
| 5Y | +58.1% | -34.9% | +92.9% | +72.2% |
| 10Y | +273.5% | -20.3% | +293.8% | +252.1% |
| All | +14,235.7% | +365.9% | +13,869.9% | +7,598.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling