-5.9%
SLB vs IFF
-19.8%
+13.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.4% | -2.8% | +0.3% | -1.3% |
| 30D | +4.9% | -1.1% | +6.0% | +5.3% |
| 3M | +1.4% | +13.8% | -12.4% | -4.6% |
| 6M | +17.6% | +16.7% | +1.0% | +7.7% |
| YTD | +48.3% | +26.1% | +22.2% | +30.9% |
| 1Y | +58.7% | +33.5% | +25.2% | +36.0% |
| 3Y | +0.6% | +31.6% | -31.0% | -16.4% |
| 5Y | +133.6% | -34.9% | +168.4% | +160.8% |
| All | -5.9% | -19.8% | +13.9% | -9.2% |
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