+8,892.0%
WMT vs IFF
+830.6%
+8,061.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.5% | -2.8% | +0.3% | -1.8% |
| 30D | -6.4% | -1.1% | -5.3% | -6.2% |
| 3M | -12.1% | +13.8% | -25.9% | -15.5% |
| 6M | -15.0% | +16.7% | -31.6% | -19.4% |
| YTD | -4.5% | +26.1% | -30.6% | -11.5% |
| 1Y | +6.2% | +33.5% | -27.3% | -3.4% |
| 3Y | +99.9% | +31.6% | +68.3% | +79.2% |
| 5Y | +131.4% | -34.9% | +166.3% | +143.2% |
| 10Y | +433.2% | -20.3% | +453.5% | +395.6% |
| All | +8,892.0% | +830.6% | +8,061.5% | +2,429.6% |
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