-54.8%
ILMN vs IFF
-36.2%
-18.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -9.2% | -2.8% | -6.4% | -8.1% |
| 30D | +4.4% | -1.1% | +5.5% | +4.9% |
| 3M | +23.9% | +13.8% | +10.1% | +16.8% |
| 6M | +64.5% | +16.7% | +47.8% | +51.7% |
| YTD | +53.5% | +26.1% | +27.3% | +35.8% |
| 1Y | +110.8% | +33.5% | +77.3% | +81.2% |
| 3Y | +30.7% | +31.6% | -0.9% | +11.8% |
| 5Y | -54.8% | -34.9% | -20.0% | -47.3% |
| All | -54.8% | -36.2% | -18.6% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling