+2,084.0%
TECK vs IFF
+373.5%
+1,710.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | -3.8% | -3.2% | -0.7% | -1.6% |
| 30D | +0.7% | -0.3% | +1.0% | +0.9% |
| 3M | +4.6% | +8.4% | -3.8% | -2.8% |
| 6M | +25.1% | +23.0% | +2.1% | +4.7% |
| YTD | +39.2% | +25.5% | +13.7% | +13.1% |
| 1Y | +60.3% | +29.1% | +31.3% | +26.3% |
| 3Y | +62.9% | +31.7% | +31.2% | +20.8% |
| 5Y | +181.5% | -35.2% | +216.7% | +228.5% |
| 10Y | +362.3% | -20.7% | +383.1% | +288.9% |
| All | +2,084.0% | +373.5% | +1,710.4% | +433.0% |
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