-44.9%
IONS vs IFF
+44.8%
-89.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.1% |
| 7D | -10.6% | -3.3% | -7.3% | -10.1% |
| 30D | -7.7% | +5.3% | -13.0% | -8.8% |
| 3M | -27.1% | +8.9% | -36.0% | -28.4% |
| 6M | -46.8% | +26.3% | -73.1% | -49.3% |
| YTD | -49.2% | +32.2% | -81.4% | -52.1% |
| 1Y | -44.9% | +45.8% | -90.7% | -49.5% |
| All | -44.9% | +44.8% | -89.7% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling