-14.3%
GME vs IFF
+34.4%
-48.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +7.2% | -1.8% | +9.0% | +7.5% |
| 30D | +0.8% | -2.0% | +2.7% | +1.0% |
| 3M | -14.0% | +18.5% | -32.5% | -16.8% |
| 6M | -19.7% | +11.7% | -31.4% | -21.8% |
| YTD | -4.6% | +29.6% | -34.2% | -9.7% |
| 1Y | -14.3% | +35.0% | -49.3% | -18.6% |
| All | -14.3% | +34.4% | -48.8% | -18.6% |
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