+107.8%
META vs IFF
+33.6%
+74.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +3.6% | -0.3% | +3.9% | +3.7% |
| 3M | +4.9% | +18.6% | -13.7% | +1.2% |
| 6M | -4.7% | +17.4% | -22.1% | -8.3% |
| YTD | -6.9% | +28.5% | -35.4% | -13.0% |
| 1Y | -18.2% | +32.5% | -50.7% | -24.3% |
| 3Y | +107.8% | +34.1% | +73.7% | +99.2% |
| All | +107.8% | +33.6% | +74.2% | +99.2% |
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 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