+15.5%
GE vs IFF
+33.4%
-17.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -4.0% | -3.2% | -0.8% | -3.2% |
| 30D | -11.4% | -0.3% | -11.1% | -11.3% |
| 3M | -2.6% | +8.4% | -11.1% | -4.9% |
| 6M | -0.3% | +23.0% | -23.4% | -5.6% |
| YTD | +5.4% | +25.5% | -20.1% | +0.5% |
| 1Y | +15.5% | +29.1% | -13.5% | +10.4% |
| All | +15.5% | +33.4% | -17.8% | +10.4% |
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