+719.3%
NYT vs IFF
+825.7%
-106.4%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -0.6% | -3.2% | +2.6% | +0.5% |
| 30D | +4.6% | -0.3% | +4.9% | +4.7% |
| 3M | -9.6% | +8.4% | -18.0% | -12.9% |
| 6M | -14.0% | +23.0% | -37.0% | -21.3% |
| YTD | -2.8% | +25.5% | -28.3% | -12.3% |
| 1Y | +15.6% | +29.1% | -13.5% | +2.9% |
| 3Y | +56.3% | +31.7% | +24.7% | +33.7% |
| 5Y | +39.5% | -35.2% | +74.7% | +50.0% |
| 10Y | +488.0% | -20.7% | +508.7% | +437.2% |
| All | +719.3% | +825.7% | -106.4% | +143.2% |
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