+47.1%
GM vs IFF
+33.4%
+13.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.4% | -3.2% | +0.7% | -1.5% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +6.1% | +8.4% | -2.3% | +3.3% |
| 6M | +15.0% | +23.0% | -8.1% | +8.1% |
| YTD | +6.0% | +25.5% | -19.5% | -1.9% |
| 1Y | +47.1% | +29.1% | +18.0% | +31.0% |
| All | +47.1% | +33.4% | +13.7% | +31.0% |
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 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