+24.3%
ILMN vs IFF
-20.3%
+44.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -5.4% | -3.2% | -2.2% | -4.2% |
| 30D | +7.0% | -0.3% | +7.3% | +7.2% |
| 3M | +24.2% | +8.4% | +15.8% | +19.6% |
| 6M | +69.9% | +23.0% | +46.9% | +54.0% |
| YTD | +57.4% | +25.5% | +31.9% | +40.6% |
| 1Y | +107.9% | +29.1% | +78.8% | +83.0% |
| 3Y | +37.1% | +31.7% | +5.5% | +18.8% |
| 5Y | -53.7% | -35.2% | -18.5% | -48.1% |
| All | +24.3% | -20.3% | +44.6% | +38.2% |
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