-44.1%
NIO vs IFF
-19.4%
-24.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.3% |
| 7D | -2.9% | -3.2% | +0.3% | -1.2% |
| 30D | -18.7% | -0.3% | -18.4% | -18.7% |
| 3M | -29.4% | +8.4% | -37.9% | -33.3% |
| 6M | -32.5% | +23.0% | -55.6% | -41.9% |
| YTD | -27.6% | +25.5% | -53.1% | -39.0% |
| 1Y | -39.2% | +29.1% | -68.3% | -50.0% |
| 3Y | -64.3% | +31.7% | -95.9% | -71.8% |
| 5Y | -90.3% | -35.2% | -55.1% | -88.4% |
| All | -44.1% | -19.4% | -24.7% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling