+361.0%
ORLY vs IFF
-20.3%
+381.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.4% | -3.2% | +0.8% | -1.7% |
| 30D | -6.8% | -0.3% | -6.5% | -6.7% |
| 3M | -4.8% | +8.4% | -13.2% | -6.7% |
| 6M | -9.1% | +23.0% | -32.1% | -14.0% |
| YTD | -5.9% | +25.5% | -31.4% | -11.5% |
| 1Y | -20.4% | +29.1% | -49.5% | -25.8% |
| 3Y | +36.6% | +31.7% | +4.9% | +23.2% |
| 5Y | +117.3% | -35.2% | +152.5% | +132.8% |
| All | +361.0% | -20.3% | +381.3% | +325.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling