+467.1%
IONS vs IFF
+668.1%
-201.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.0% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | +0.3% | -0.3% | +0.6% | +0.4% |
| 3M | -22.9% | +18.6% | -41.4% | -28.3% |
| 6M | -23.4% | +17.4% | -40.8% | -29.3% |
| YTD | -28.3% | +28.5% | -56.8% | -36.4% |
| 1Y | -7.0% | +32.5% | -39.6% | -18.8% |
| 3Y | +37.6% | +34.1% | +3.6% | +16.8% |
| 5Y | +53.4% | -35.2% | +88.6% | +67.4% |
| 10Y | +83.9% | -21.1% | +105.0% | +72.8% |
| All | +467.1% | +668.1% | -201.0% | +91.2% |
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