-92.9%
NIO vs IFF
-39.2%
-53.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.4% |
| 7D | -14.5% | -1.8% | -12.7% | -13.7% |
| 30D | -15.0% | -9.4% | -5.5% | -11.1% |
| 3M | -35.6% | -3.0% | -32.6% | -35.2% |
| 6M | -55.7% | +5.8% | -61.5% | -58.1% |
| YTD | -43.1% | +22.4% | -65.5% | -52.2% |
| 1Y | -53.5% | +23.0% | -76.6% | -61.2% |
| 3Y | -59.8% | +21.8% | -81.6% | -67.9% |
| All | -92.9% | -39.2% | -53.7% | -90.1% |
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