+80.8%
NTNX vs IFF
+29.0%
+51.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -3.1% | -3.2% | 0.0% | -2.7% |
| 30D | +2.0% | -0.3% | +2.3% | +2.0% |
| 3M | +34.0% | +8.4% | +25.5% | +32.2% |
| 6M | +72.4% | +23.0% | +49.4% | +64.6% |
| YTD | +27.5% | +25.5% | +2.1% | +20.7% |
| 1Y | -18.7% | +29.1% | -47.8% | -23.7% |
| 3Y | +80.8% | +31.7% | +49.1% | +63.1% |
| All | +80.8% | +29.0% | +51.8% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling