+63.6%
SLB vs IFF
+34.4%
+29.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | -1.8% | +2.7% | +1.0% |
| 30D | +15.8% | -2.0% | +17.8% | +16.0% |
| 3M | -0.3% | +18.5% | -18.9% | -2.6% |
| 6M | +21.3% | +11.7% | +9.7% | +20.3% |
| YTD | +52.3% | +29.6% | +22.7% | +45.5% |
| 1Y | +63.6% | +35.0% | +28.7% | +51.4% |
| All | +63.6% | +34.4% | +29.2% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling