+30.2%
OMC vs IFF
-35.8%
+66.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.4% |
| 7D | -4.4% | -3.2% | -1.2% | -3.5% |
| 30D | -7.6% | -0.3% | -7.3% | -7.6% |
| 3M | +4.5% | +8.4% | -3.9% | +1.9% |
| 6M | -0.3% | +23.0% | -23.3% | -7.0% |
| YTD | -0.1% | +25.5% | -25.6% | -7.9% |
| 1Y | +4.6% | +29.1% | -24.4% | -4.6% |
| 3Y | +10.5% | +31.7% | -21.2% | -0.7% |
| All | +30.2% | -35.8% | +66.0% | +39.0% |
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 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