+73.9%
MSFT vs IFF
-35.8%
+109.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | -0.8% | -3.2% | +2.4% | -0.1% |
| 30D | +0.8% | -0.3% | +1.1% | +0.9% |
| 3M | +27.2% | +8.4% | +18.8% | +24.6% |
| 6M | +22.9% | +23.0% | -0.1% | +15.7% |
| YTD | +3.1% | +25.5% | -22.3% | -3.8% |
| 1Y | -0.3% | +29.1% | -29.3% | -7.9% |
| 3Y | +50.1% | +31.7% | +18.4% | +32.5% |
| All | +73.9% | -35.8% | +109.7% | +96.1% |
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