+159.7%
GILD vs IFF
-20.3%
+180.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -4.8% | -3.2% | -1.6% | -4.2% |
| 30D | +5.8% | -0.3% | +6.1% | +5.8% |
| 3M | +14.9% | +8.4% | +6.5% | +12.9% |
| 6M | -0.4% | +23.0% | -23.4% | -4.8% |
| YTD | +18.5% | +25.5% | -6.9% | +12.6% |
| 1Y | +25.1% | +29.1% | -3.9% | +18.1% |
| 3Y | +105.9% | +31.7% | +74.2% | +91.0% |
| 5Y | +143.0% | -35.2% | +178.2% | +153.3% |
| All | +159.7% | -20.3% | +180.0% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling