-91.0%
SNDQ vs IFF
+24.4%
-115.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.9% | +20.2% | +17.4% |
| 7D | +66.1% | -3.3% | +69.4% | +68.7% |
| 30D | +122.5% | +5.3% | +117.2% | +122.1% |
| 3M | +11.6% | +8.9% | +2.7% | +10.6% |
| 6M | -82.2% | +26.3% | -108.5% | -80.9% |
| All | -91.0% | +24.4% | -115.4% | -90.5% |
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 · 6 months rolling