+237.0%
HOOD vs IFF
-34.4%
+271.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | +13.4% | -0.2% | +13.5% | +13.4% |
| 30D | +25.8% | -0.3% | +26.1% | +25.9% |
| 3M | +38.0% | +18.6% | +19.4% | +26.2% |
| 6M | +52.2% | +17.4% | +34.8% | +38.6% |
| YTD | +3.7% | +28.5% | -24.7% | -10.9% |
| 1Y | +0.1% | +32.5% | -32.5% | -15.9% |
| 3Y | +992.6% | +34.1% | +958.5% | +764.4% |
| 5Y | +193.0% | -35.2% | +228.1% | +221.5% |
| All | +237.0% | -34.4% | +271.4% | +282.3% |
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