+1,149.8%
NBIX vs IFF
+251.7%
+898.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +0.4% | -3.2% | +3.5% | +1.7% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | -4.0% | +8.4% | -12.4% | -8.0% |
| 6M | +20.6% | +23.0% | -2.4% | +8.5% |
| YTD | +10.1% | +25.5% | -15.3% | -2.7% |
| 1Y | +8.8% | +29.1% | -20.3% | -5.4% |
| 3Y | +42.5% | +31.7% | +10.8% | +18.1% |
| 5Y | +61.5% | -35.2% | +96.7% | +74.4% |
| 10Y | +217.6% | -20.7% | +238.3% | +179.1% |
| All | +1,149.8% | +251.7% | +898.1% | +402.1% |
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