+138.6%
NOK vs IFF
-20.3%
+158.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +11.0% | -3.2% | +14.1% | +11.9% |
| 30D | +7.8% | -0.3% | +8.1% | +7.8% |
| 3M | -21.0% | +8.4% | -29.4% | -23.4% |
| 6M | +40.9% | +23.0% | +17.9% | +30.1% |
| YTD | +72.0% | +25.5% | +46.6% | +57.0% |
| 1Y | +140.9% | +29.1% | +111.8% | +117.2% |
| 3Y | +194.3% | +31.7% | +162.6% | +158.9% |
| 5Y | +112.5% | -35.2% | +147.7% | +129.8% |
| All | +138.6% | -20.3% | +158.8% | +131.6% |
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