+71.3%
FDX vs IFF
+34.1%
+37.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -3.9% | -2.8% | -1.1% | -3.2% |
| 30D | -3.3% | -1.1% | -2.2% | -3.1% |
| 3M | -2.0% | +13.8% | -15.8% | -5.7% |
| 6M | +8.0% | +16.7% | -8.6% | +2.6% |
| YTD | +35.0% | +26.1% | +8.9% | +25.0% |
| All | +71.3% | +34.1% | +37.2% | +53.4% |
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