+104.2%
MTB vs IFF
-35.8%
+140.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | 0.0% | -3.2% | +3.2% | +0.8% |
| 30D | -4.8% | -0.3% | -4.5% | -4.8% |
| 3M | +6.0% | +8.4% | -2.5% | +3.5% |
| 6M | +19.6% | +23.0% | -3.4% | +12.3% |
| YTD | +21.5% | +25.5% | -4.0% | +12.9% |
| 1Y | +24.7% | +29.1% | -4.4% | +14.7% |
| 3Y | +108.6% | +31.7% | +76.9% | +84.3% |
| All | +104.2% | -35.8% | +140.0% | +115.3% |
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