+1.5%
HON vs IFF
-35.8%
+37.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.5% | -3.2% | -0.3% | -2.6% |
| 30D | -13.8% | -0.3% | -13.5% | -13.7% |
| 3M | -11.7% | +8.4% | -20.1% | -13.9% |
| 6M | -18.7% | +23.0% | -41.8% | -24.0% |
| YTD | +0.2% | +25.5% | -25.2% | -7.0% |
| 1Y | -3.1% | +29.1% | -32.1% | -11.0% |
| 3Y | +17.0% | +31.7% | -14.7% | +4.4% |
| All | +1.5% | -35.8% | +37.3% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling