-65.4%
FIS vs IFF
-35.8%
-29.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -9.0% | -3.2% | -5.8% | -8.0% |
| 30D | -9.0% | -0.3% | -8.7% | -8.9% |
| 3M | -0.5% | +8.4% | -9.0% | -3.2% |
| 6M | -23.1% | +23.0% | -46.1% | -29.2% |
| YTD | -41.5% | +25.5% | -66.9% | -46.8% |
| 1Y | -42.2% | +29.1% | -71.2% | -48.1% |
| 3Y | -26.3% | +31.7% | -58.0% | -35.9% |
| All | -65.4% | -35.8% | -29.6% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling