+1.8%
ES vs IFF
+27.0%
-25.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | +2.7% | -1.8% | +4.5% | +2.9% |
| 30D | +7.6% | -9.4% | +17.0% | +8.8% |
| 3M | +0.5% | -3.0% | +3.5% | +0.8% |
| 6M | +7.6% | +5.8% | +1.8% | +6.7% |
| YTD | +10.2% | +22.4% | -12.1% | +4.8% |
| 1Y | +1.8% | +23.0% | -21.2% | -3.2% |
| All | +1.8% | +27.0% | -25.2% | -3.2% |
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