+1,527.5%
META vs IFF
+113.3%
+1,414.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +6.7% | -1.8% | +8.5% | +7.4% |
| 30D | +4.8% | -2.0% | +6.7% | +5.5% |
| 3M | -1.6% | +18.5% | -20.2% | -7.7% |
| 6M | -7.5% | +11.7% | -19.1% | -12.2% |
| YTD | -6.4% | +29.6% | -36.0% | -16.5% |
| 1Y | -17.3% | +35.0% | -52.3% | -27.7% |
| 3Y | +109.9% | +32.3% | +77.7% | +80.2% |
| 5Y | +65.4% | -34.6% | +99.9% | +83.2% |
| 10Y | +391.8% | -20.6% | +412.4% | +377.4% |
| All | +1,527.5% | +113.3% | +1,414.2% | +1,149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling