+34.3%
FANG vs IFF
+44.8%
-10.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -6.0% |
| 7D | -11.3% | -3.3% | -8.0% | -12.0% |
| 30D | -0.7% | +5.3% | -5.9% | +0.9% |
| 3M | -4.2% | +8.9% | -13.1% | -1.6% |
| 6M | -13.5% | +26.3% | -39.8% | -7.6% |
| YTD | +23.7% | +32.2% | -8.4% | +30.3% |
| 1Y | +34.3% | +45.8% | -11.4% | +43.4% |
| All | +34.3% | +44.8% | -10.5% | +43.4% |
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