+2,413.6%
IBM vs IFF
+856.0%
+1,557.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.3% | -1.8% | +1.5% | +0.2% |
| 30D | +0.3% | -2.0% | +2.2% | +0.8% |
| 3M | -21.6% | +18.5% | -40.1% | -25.7% |
| 6M | -4.7% | +11.7% | -16.4% | -9.2% |
| YTD | -19.1% | +29.6% | -48.7% | -26.8% |
| 1Y | -2.5% | +35.0% | -37.5% | -13.2% |
| 3Y | +74.2% | +32.3% | +41.9% | +53.2% |
| 5Y | +113.1% | -34.6% | +147.7% | +125.8% |
| 10Y | +133.5% | -20.6% | +154.2% | +123.2% |
| All | +2,413.6% | +856.0% | +1,557.6% | +890.6% |
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