+1,677.3%
NOK vs IFF
+367.4%
+1,309.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +8.7% | -2.8% | +11.5% | +10.0% |
| 30D | +12.5% | -1.1% | +13.6% | +12.8% |
| 3M | -20.7% | +13.8% | -34.6% | -26.0% |
| 6M | +36.2% | +16.7% | +19.5% | +23.6% |
| YTD | +64.1% | +26.1% | +38.0% | +43.1% |
| 1Y | +132.4% | +33.5% | +98.9% | +96.6% |
| 3Y | +182.9% | +31.6% | +151.3% | +133.8% |
| 5Y | +102.8% | -34.9% | +137.7% | +122.4% |
| 10Y | +126.8% | -20.3% | +147.1% | +106.2% |
| All | +1,677.3% | +367.4% | +1,309.8% | +617.0% |
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