+424.6%
ETSY vs IFF
-20.3%
+444.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.9% |
| 7D | -4.9% | -3.2% | -1.7% | -3.6% |
| 30D | -8.6% | -0.3% | -8.3% | -8.5% |
| 3M | +4.8% | +8.4% | -3.7% | +0.7% |
| 6M | +38.1% | +23.0% | +15.1% | +23.7% |
| YTD | +31.2% | +25.5% | +5.8% | +15.7% |
| 1Y | +22.1% | +29.1% | -7.0% | +6.2% |
| 3Y | +12.2% | +31.7% | -19.4% | -6.2% |
| 5Y | -66.5% | -35.2% | -31.3% | -61.8% |
| All | +424.6% | -20.3% | +444.8% | +419.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling