+7.1%
ORCL vs IFF
+25.2%
-18.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -6.5% | -9.8% | +3.3% | -5.8% |
| 30D | -16.6% | -1.6% | -14.9% | -16.8% |
| 3M | -21.6% | -1.8% | -19.8% | -21.8% |
| 6M | -39.4% | +3.6% | -43.0% | -39.9% |
| YTD | -38.7% | +25.4% | -64.1% | -41.4% |
| 1Y | -50.4% | +35.4% | -85.8% | -53.3% |
| All | +7.1% | +25.2% | -18.1% | -7.0% |
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 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