+33.3%
ORCL vs IFF
+33.6%
-0.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | +15.0% | -0.2% | +15.2% | +15.0% |
| 30D | +10.5% | -0.3% | +10.9% | +10.6% |
| 3M | -23.0% | +18.6% | -41.6% | -24.6% |
| 6M | +7.0% | +17.4% | -10.4% | +4.3% |
| YTD | -15.8% | +28.5% | -44.3% | -19.5% |
| 1Y | -31.1% | +32.5% | -63.6% | -34.6% |
| 3Y | +33.3% | +34.1% | -0.8% | +21.4% |
| All | +33.3% | +33.6% | -0.3% | +21.4% |
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