+49.8%
LLY vs IFF
+32.7%
+17.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -3.2% | -2.8% | -0.4% | -2.5% |
| 30D | -7.4% | -1.1% | -6.3% | -7.2% |
| 3M | -1.0% | +13.8% | -14.9% | -4.2% |
| 6M | +12.5% | +16.7% | -4.2% | +7.5% |
| YTD | +5.0% | +26.1% | -21.1% | -1.6% |
| 1Y | +49.8% | +33.5% | +16.3% | +40.1% |
| All | +49.8% | +32.7% | +17.0% | +40.1% |
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 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