+65.0%
FDX vs IFF
+44.8%
+20.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.5% | +4.6% |
| 7D | +8.1% | -3.3% | +11.4% | +8.8% |
| 30D | +13.9% | +5.3% | +8.6% | +12.4% |
| 3M | +5.5% | +8.9% | -3.4% | +3.0% |
| 6M | +15.1% | +26.3% | -11.2% | +7.0% |
| YTD | +43.2% | +32.2% | +11.0% | +31.1% |
| 1Y | +65.0% | +45.8% | +19.3% | +45.3% |
| All | +65.0% | +44.8% | +20.2% | +45.3% |
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