+33.6%
TSLA vs IFF
+29.0%
+4.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +3.2% | -3.2% | +6.4% | +4.1% |
| 30D | +11.6% | -0.3% | +11.9% | +11.5% |
| 3M | -8.4% | +8.4% | -16.9% | -10.8% |
| 6M | -10.4% | +23.0% | -33.4% | -16.3% |
| YTD | -18.7% | +25.5% | -44.2% | -25.3% |
| 1Y | -0.9% | +29.1% | -30.0% | -10.3% |
| 3Y | +33.6% | +31.7% | +1.9% | +5.9% |
| All | +33.6% | +29.0% | +4.6% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling