+177.3%
HOOD vs IFF
-35.8%
+213.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | -7.8% | -3.2% | -4.6% | -6.4% |
| 30D | +18.6% | -0.3% | +18.9% | +18.8% |
| 3M | +22.1% | +8.4% | +13.6% | +16.4% |
| 6M | +43.1% | +23.0% | +20.0% | +26.9% |
| YTD | -0.5% | +25.5% | -25.9% | -14.0% |
| 1Y | -4.4% | +29.1% | -33.5% | -19.0% |
| 3Y | +938.5% | +31.7% | +906.8% | +721.0% |
| All | +177.3% | -35.8% | +213.1% | +236.8% |
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 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