+22,994.0%
TSLA vs IFF
+179.0%
+22,815.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | +3.0% | -3.0% | +6.1% | +4.4% |
| 30D | +11.2% | -0.9% | +12.1% | +11.5% |
| 3M | -7.3% | +11.8% | -19.1% | -12.1% |
| 6M | -7.7% | +16.5% | -24.3% | -15.4% |
| YTD | -18.2% | +26.5% | -44.7% | -28.2% |
| 1Y | +6.0% | +32.7% | -26.7% | -9.6% |
| 3Y | +48.0% | +32.0% | +16.0% | +22.5% |
| 5Y | +46.2% | -36.1% | +82.3% | +65.1% |
| 10Y | +2,737.0% | -20.1% | +2,757.1% | +2,514.4% |
| All | +22,994.0% | +179.0% | +22,815.0% | +7,643.6% |
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 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