+91.1%
EXE vs IFF
-35.8%
+126.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -3.1% | -3.2% | 0.0% | -2.9% |
| 30D | -0.9% | -0.3% | -0.6% | -0.9% |
| 3M | +9.6% | +8.4% | +1.1% | +8.6% |
| 6M | -11.6% | +23.0% | -34.6% | -13.8% |
| YTD | -12.6% | +25.5% | -38.0% | -15.3% |
| 1Y | +1.2% | +29.1% | -27.9% | -2.5% |
| 3Y | +18.0% | +31.7% | -13.6% | +9.5% |
| All | +91.1% | -35.8% | +126.9% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling