+338.2%
FIS vs IFF
+473.9%
-135.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -8.9% | -2.8% | -6.1% | -7.8% |
| 30D | -9.9% | -1.1% | -8.8% | -9.5% |
| 3M | 0.0% | +13.8% | -13.9% | -5.6% |
| 6M | -22.9% | +16.7% | -39.6% | -29.4% |
| YTD | -40.9% | +26.1% | -67.0% | -47.9% |
| 1Y | -40.4% | +33.5% | -73.9% | -48.9% |
| 3Y | -25.4% | +31.6% | -57.0% | -37.2% |
| 5Y | -64.8% | -34.9% | -30.0% | -61.2% |
| 10Y | -40.2% | -20.3% | -19.9% | -44.0% |
| All | +338.2% | +473.9% | -135.7% | +100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling