-51.1%
FIS vs IFF
+44.8%
-95.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.9% | -18.8% | -22.7% |
| 7D | -18.4% | -3.3% | -15.1% | -17.5% |
| 30D | -11.4% | +5.3% | -16.7% | -11.0% |
| 3M | -32.0% | +8.9% | -40.9% | -31.8% |
| 6M | -35.6% | +26.3% | -61.9% | -36.0% |
| YTD | -53.8% | +32.2% | -86.0% | -55.9% |
| 1Y | -51.1% | +45.8% | -96.8% | -55.4% |
| All | -51.1% | +44.8% | -95.9% | -55.4% |
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