-95.7%
SNDQ vs IFF
+21.9%
-117.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -0.1% | -23.7% | -23.8% |
| 7D | -30.8% | -1.8% | -29.0% | -30.4% |
| 30D | -51.7% | -2.0% | -49.8% | -51.7% |
| 3M | -78.0% | +18.5% | -96.6% | -77.5% |
| All | -95.7% | +21.9% | -117.6% | -95.5% |
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 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 · Available span rolling