+28.0%
NBIS vs IFF
+44.8%
-16.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.9% | -1.8% | -7.9% |
| 7D | -22.4% | -3.3% | -19.1% | -22.9% |
| 30D | -39.1% | +5.3% | -44.4% | -38.5% |
| 3M | -37.3% | +8.9% | -46.2% | -36.0% |
| 6M | -19.8% | +26.3% | -46.1% | -17.3% |
| YTD | +69.1% | +32.2% | +36.9% | +72.8% |
| 1Y | +28.0% | +45.8% | -17.7% | +32.5% |
| All | +28.0% | +44.8% | -16.8% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling