+9.9%
SNY vs IFF
-35.8%
+45.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -3.3% | -3.2% | -0.1% | -2.9% |
| 30D | -2.2% | -0.3% | -1.9% | -2.1% |
| 3M | -3.0% | +8.4% | -11.5% | -4.3% |
| 6M | +2.7% | +23.0% | -20.3% | -0.7% |
| YTD | -6.8% | +25.5% | -32.3% | -10.4% |
| 1Y | -5.3% | +29.1% | -34.3% | -9.3% |
| 3Y | -9.8% | +31.7% | -41.4% | -13.9% |
| All | +9.9% | -35.8% | +45.7% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling