+250.3%
SNY vs IFF
+335.8%
-85.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.3% | -3.2% | -0.1% | -2.3% |
| 30D | -2.2% | -0.3% | -1.9% | -2.1% |
| 3M | -3.0% | +8.4% | -11.5% | -6.1% |
| 6M | +2.7% | +23.0% | -20.3% | -5.6% |
| YTD | -6.8% | +25.5% | -32.3% | -15.3% |
| 1Y | -5.3% | +29.1% | -34.3% | -14.9% |
| 3Y | -9.8% | +31.7% | -41.4% | -21.9% |
| 5Y | +9.7% | -35.2% | +44.9% | +17.7% |
| 10Y | +64.5% | -20.7% | +85.2% | +47.3% |
| All | +250.3% | +335.8% | -85.5% | +13.2% |
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 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