+2,383.6%
IBM vs IFF
+848.0%
+1,535.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -1.5% | -0.3% | -1.2% | -1.4% |
| 3M | -16.8% | +18.6% | -35.3% | -21.2% |
| 6M | -9.0% | +17.4% | -26.4% | -14.6% |
| YTD | -20.1% | +28.5% | -48.5% | -27.4% |
| 1Y | -7.0% | +32.5% | -39.5% | -16.8% |
| 3Y | +72.4% | +34.1% | +38.3% | +51.0% |
| 5Y | +112.0% | -35.2% | +147.1% | +125.2% |
| 10Y | +131.6% | -21.1% | +152.6% | +121.7% |
| All | +2,383.6% | +848.0% | +1,535.7% | +881.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling