-22.2%
ON vs IFF
+29.0%
-51.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.5% | +9.0% | +8.7% |
| 7D | +2.4% | -3.2% | +5.5% | +3.9% |
| 30D | -8.6% | -0.3% | -8.3% | -8.7% |
| 3M | -34.3% | +8.4% | -42.8% | -37.9% |
| 6M | +28.5% | +23.0% | +5.5% | +11.4% |
| YTD | +40.6% | +25.5% | +15.1% | +19.6% |
| 1Y | +55.3% | +29.1% | +26.3% | +28.8% |
| 3Y | -22.2% | +31.7% | -53.8% | -40.9% |
| All | -22.2% | +29.0% | -51.2% | -40.9% |
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