+16.0%
GS vs IFF
+27.0%
-11.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.3% |
| 7D | +5.9% | -1.8% | +7.6% | +6.0% |
| 30D | +4.3% | -9.4% | +13.7% | +4.8% |
| 3M | -11.7% | -3.0% | -8.7% | -11.8% |
| 6M | -3.2% | +5.8% | -9.0% | -4.2% |
| YTD | +5.8% | +22.4% | -16.6% | +3.6% |
| 1Y | +16.0% | +23.0% | -7.0% | +13.8% |
| All | +16.0% | +27.0% | -11.0% | +13.8% |
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 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