+405.1%
META vs IFF
-19.8%
+425.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +5.5% | -2.8% | +8.3% | +6.5% |
| 30D | +7.6% | -1.1% | +8.7% | +8.0% |
| 3M | +13.0% | +13.8% | -0.9% | +7.6% |
| 6M | -1.3% | +16.7% | -18.0% | -7.7% |
| YTD | -2.2% | +26.1% | -28.3% | -11.7% |
| 1Y | -14.0% | +33.5% | -47.5% | -24.3% |
| 3Y | +118.2% | +31.6% | +86.6% | +88.0% |
| 5Y | +71.7% | -34.9% | +106.5% | +90.3% |
| All | +405.1% | -19.8% | +425.0% | +394.6% |
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