+183.8%
GRMN vs IFF
+29.0%
+154.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.8% | +4.4% |
| 7D | +2.4% | -3.2% | +5.6% | +3.3% |
| 30D | -8.5% | -0.3% | -8.2% | -8.4% |
| 3M | +19.5% | +8.4% | +11.0% | +16.5% |
| 6M | +21.2% | +23.0% | -1.8% | +13.4% |
| YTD | +41.0% | +25.5% | +15.6% | +31.1% |
| 1Y | +19.6% | +29.1% | -9.5% | +10.1% |
| 3Y | +183.8% | +31.7% | +152.1% | +162.8% |
| All | +183.8% | +29.0% | +154.8% | +162.8% |
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