+170.5%
GM vs IFF
+29.0%
+141.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.4% | -3.2% | +0.7% | -1.4% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +6.1% | +8.4% | -2.3% | +2.9% |
| 6M | +15.0% | +23.0% | -8.1% | +6.4% |
| YTD | +6.0% | +25.5% | -19.5% | -3.2% |
| 1Y | +47.1% | +29.1% | +18.0% | +32.7% |
| 3Y | +170.5% | +31.7% | +138.8% | +132.3% |
| All | +170.5% | +29.0% | +141.5% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling