+115.1%
NOK vs IFF
-35.8%
+150.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.3% |
| 6M | +40.9% | +23.0% | +17.9% | +30.4% |
| YTD | +72.0% | +25.5% | +46.6% | +57.3% |
| 1Y | +140.9% | +29.1% | +111.8% | +117.4% |
| 3Y | +194.3% | +31.7% | +162.6% | +157.6% |
| All | +115.1% | -35.8% | +150.9% | +135.5% |
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