+63.9%
META vs IFF
-34.7%
+98.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +3.6% | -0.3% | +3.9% | +3.8% |
| 3M | +4.9% | +18.6% | -13.7% | -1.8% |
| 6M | -4.7% | +17.4% | -22.1% | -11.4% |
| YTD | -6.9% | +28.5% | -35.4% | -17.3% |
| 1Y | -18.2% | +32.5% | -50.7% | -28.6% |
| 3Y | +107.8% | +34.1% | +73.7% | +72.0% |
| 5Y | +63.9% | -35.2% | +99.1% | +100.1% |
| All | +63.9% | -34.7% | +98.6% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling