+2,383.0%
INFY vs IFF
+300.5%
+2,082.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -5.4% | -3.2% | -2.2% | -4.3% |
| 30D | -9.9% | -0.3% | -9.6% | -9.8% |
| 3M | -4.6% | +8.4% | -13.0% | -7.6% |
| 6M | -18.5% | +23.0% | -41.5% | -25.6% |
| YTD | -36.5% | +25.5% | -62.0% | -42.9% |
| 1Y | -32.8% | +29.1% | -61.8% | -40.4% |
| 3Y | -32.2% | +31.7% | -63.9% | -41.9% |
| 5Y | -44.7% | -35.2% | -9.5% | -40.2% |
| 10Y | +82.3% | -20.7% | +103.0% | +69.3% |
| All | +2,383.0% | +300.5% | +2,082.5% | +895.1% |
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