-42.4%
NIO vs IFF
-16.7%
-25.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -13.0% | -1.8% | -11.2% | -12.2% |
| 30D | -18.3% | -2.0% | -16.3% | -17.6% |
| 3M | -33.2% | +18.5% | -51.8% | -39.9% |
| 6M | -21.5% | +11.7% | -33.2% | -28.4% |
| YTD | -25.5% | +29.6% | -55.1% | -38.3% |
| 1Y | -38.0% | +35.0% | -73.0% | -50.2% |
| 3Y | -65.5% | +32.3% | -97.7% | -72.7% |
| 5Y | -90.6% | -34.6% | -56.0% | -88.9% |
| All | -42.4% | -16.7% | -25.7% | -60.2% |
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