+53,398.1%
ORLY vs IFF
+411.7%
+52,986.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.4% | -3.2% | +0.8% | -1.5% |
| 30D | -6.8% | -0.3% | -6.5% | -6.7% |
| 3M | -4.8% | +8.4% | -13.2% | -7.1% |
| 6M | -9.1% | +23.0% | -32.1% | -15.0% |
| YTD | -5.9% | +25.5% | -31.4% | -12.7% |
| 1Y | -20.4% | +29.1% | -49.5% | -26.9% |
| 3Y | +36.6% | +31.7% | +4.9% | +21.4% |
| 5Y | +117.3% | -35.2% | +152.5% | +129.4% |
| 10Y | +362.7% | -20.7% | +383.4% | +338.6% |
| All | +53,398.1% | +411.7% | +52,986.4% | +29,561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling