+13,245.4%
GOOG vs IFF
+261.9%
+12,983.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.5% | -2.8% | +0.3% | -1.4% |
| 30D | -3.6% | -1.1% | -2.5% | -3.2% |
| 3M | -6.4% | +13.8% | -20.3% | -11.7% |
| 6M | +7.8% | +16.7% | -8.9% | -0.4% |
| YTD | +5.5% | +26.1% | -20.6% | -6.2% |
| 1Y | +38.3% | +33.5% | +4.8% | +19.5% |
| 3Y | +143.1% | +31.6% | +111.5% | +104.0% |
| 5Y | +135.0% | -34.9% | +169.9% | +159.5% |
| 10Y | +778.1% | -20.3% | +798.4% | +716.5% |
| All | +13,245.4% | +261.9% | +12,983.5% | +5,308.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling