+2,864.0%
GE vs IFF
+848.0%
+2,016.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.3% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | -9.5% | -0.3% | -9.2% | -9.5% |
| 3M | +4.1% | +18.6% | -14.4% | -4.3% |
| 6M | +3.9% | +17.4% | -13.4% | -4.8% |
| YTD | +9.0% | +28.5% | -19.5% | -4.7% |
| 1Y | +21.9% | +32.5% | -10.6% | +4.4% |
| 3Y | +281.8% | +34.1% | +247.7% | +213.8% |
| 5Y | +436.7% | -35.2% | +471.9% | +498.7% |
| 10Y | +151.5% | -21.1% | +172.6% | +143.7% |
| All | +2,864.0% | +848.0% | +2,016.0% | +741.1% |
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