+100,886.3%
TECH vs IFF
+848.0%
+100,038.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +0.1% | -0.3% | +0.5% | +0.2% |
| 3M | +37.5% | +18.6% | +18.9% | +30.0% |
| 6M | +34.6% | +17.4% | +17.2% | +25.0% |
| YTD | +23.5% | +28.5% | -5.0% | +11.2% |
| 1Y | +34.4% | +32.5% | +1.9% | +19.8% |
| 3Y | +2.3% | +34.1% | -31.8% | -9.2% |
| 5Y | -41.7% | -35.2% | -6.6% | -37.1% |
| 10Y | +177.6% | -21.1% | +198.7% | +170.3% |
| All | +100,886.3% | +848.0% | +100,038.3% | +45,769.4% |
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