+13,193.3%
GOOGL vs IFF
+263.0%
+12,930.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -1.7% |
| 7D | -1.9% | -3.0% | +1.2% | -0.7% |
| 30D | -7.5% | -0.9% | -6.5% | -7.2% |
| 3M | -9.2% | +11.8% | -21.0% | -13.7% |
| 6M | +8.1% | +16.5% | -8.5% | -0.1% |
| YTD | +5.8% | +26.5% | -20.7% | -6.0% |
| 1Y | +38.3% | +32.7% | +5.6% | +19.9% |
| 3Y | +144.8% | +32.0% | +112.8% | +105.1% |
| 5Y | +132.5% | -36.1% | +168.6% | +159.1% |
| 10Y | +746.7% | -20.1% | +766.7% | +686.5% |
| All | +13,193.3% | +263.0% | +12,930.3% | +5,282.5% |
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