+951.0%
SLB vs IFF
+848.0%
+103.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +13.6% | -0.3% | +13.9% | +13.6% |
| 3M | +1.5% | +18.6% | -17.1% | -6.8% |
| 6M | +23.0% | +17.4% | +5.7% | +11.5% |
| YTD | +51.2% | +28.5% | +22.7% | +31.2% |
| 1Y | +63.5% | +32.5% | +31.0% | +39.2% |
| 3Y | +2.5% | +34.1% | -31.5% | -15.8% |
| 5Y | +139.2% | -35.2% | +174.4% | +161.3% |
| 10Y | -4.8% | -21.1% | +16.3% | -8.0% |
| All | +951.0% | +848.0% | +103.0% | +276.7% |
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