+3.6%
GOOG vs IFF
+44.8%
-41.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.9% | +8.1% | +3.8% |
| 7D | -10.7% | -3.3% | -7.4% | -10.5% |
| 30D | -16.4% | +5.3% | -21.7% | -17.3% |
| 3M | -23.4% | +8.9% | -32.3% | -24.7% |
| 6M | -24.2% | +26.3% | -50.6% | -27.4% |
| YTD | -8.3% | +32.2% | -40.4% | -12.8% |
| 1Y | +3.6% | +45.8% | -42.2% | -3.0% |
| All | +3.6% | +44.8% | -41.2% | -3.0% |
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