+92.7%
LLY vs IFF
+30.1%
+62.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.4% |
| 7D | -3.1% | -3.0% | -0.1% | -2.4% |
| 30D | -8.6% | -0.9% | -7.7% | -8.4% |
| 3M | -1.6% | +11.8% | -13.5% | -4.7% |
| 6M | +11.8% | +16.5% | -4.7% | +6.4% |
| YTD | +5.1% | +26.5% | -21.4% | -2.1% |
| 1Y | +50.7% | +32.7% | +18.0% | +38.3% |
| All | +92.7% | +30.1% | +62.6% | +93.9% |
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