+35.7%
IONS vs IFF
+30.1%
+5.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | -8.7% | -3.0% | -5.6% | -8.0% |
| 30D | -1.6% | -0.9% | -0.7% | -1.4% |
| 3M | -24.9% | +11.8% | -36.7% | -27.1% |
| 6M | -25.7% | +16.5% | -42.2% | -29.1% |
| YTD | -29.2% | +26.5% | -55.7% | -34.2% |
| 1Y | -13.0% | +32.7% | -45.7% | -20.4% |
| All | +35.7% | +30.1% | +5.6% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling