+101.9%
WMT vs IFF
+29.0%
+72.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.4% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | -7.4% | -0.3% | -7.1% | -7.4% |
| 3M | -10.9% | +8.4% | -19.3% | -12.2% |
| 6M | -12.7% | +23.0% | -35.7% | -16.4% |
| YTD | -3.2% | +25.5% | -28.7% | -7.5% |
| 1Y | +5.3% | +29.1% | -23.8% | -0.1% |
| 3Y | +101.9% | +31.7% | +70.2% | +94.3% |
| All | +101.9% | +29.0% | +72.9% | +94.3% |
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