+118.0%
NOK vs IFF
+34.4%
+83.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -1.8% | -1.8% | +0.1% | -1.8% |
| 30D | +4.7% | -2.0% | +6.7% | +4.7% |
| 3M | -39.7% | +18.5% | -58.2% | -39.7% |
| 6M | +23.1% | +11.7% | +11.4% | +23.5% |
| YTD | +55.0% | +29.6% | +25.5% | +52.6% |
| 1Y | +118.0% | +35.0% | +83.1% | +113.4% |
| All | +118.0% | +34.4% | +83.6% | +113.4% |
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