+352.1%
IDXX vs IFF
-20.3%
+372.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -5.7% | -3.2% | -2.6% | -4.7% |
| 30D | -11.5% | -0.3% | -11.3% | -11.5% |
| 3M | -9.5% | +8.4% | -18.0% | -12.2% |
| 6M | -16.0% | +23.0% | -39.0% | -22.2% |
| YTD | -25.4% | +25.5% | -50.9% | -31.7% |
| 1Y | -21.8% | +29.1% | -50.8% | -29.2% |
| 3Y | +7.0% | +31.7% | -24.6% | -5.6% |
| 5Y | -26.0% | -35.2% | +9.3% | -19.5% |
| All | +352.1% | -20.3% | +372.3% | +336.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling