+80.6%
IONS vs IFF
-20.3%
+100.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | -6.7% | -3.2% | -3.5% | -5.8% |
| 30D | -4.1% | -0.3% | -3.8% | -4.0% |
| 3M | -26.6% | +8.4% | -35.0% | -28.5% |
| 6M | -27.5% | +23.0% | -50.6% | -32.6% |
| YTD | -31.5% | +25.5% | -56.9% | -36.9% |
| 1Y | -15.3% | +29.1% | -44.4% | -22.8% |
| 3Y | +31.3% | +31.7% | -0.4% | +16.8% |
| 5Y | +50.2% | -35.2% | +85.4% | +64.1% |
| All | +80.6% | -20.3% | +100.8% | +95.0% |
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