+174.8%
EXE vs IFF
-23.9%
+198.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -2.7% | -3.0% | +0.3% | -2.4% |
| 30D | -0.4% | -0.9% | +0.5% | -0.3% |
| 3M | +9.5% | +11.8% | -2.4% | +8.1% |
| 6M | -9.3% | +16.5% | -25.9% | -11.3% |
| YTD | -10.9% | +26.5% | -37.4% | -14.1% |
| 1Y | +4.3% | +32.7% | -28.4% | -0.2% |
| 3Y | +18.8% | +32.0% | -13.2% | +9.8% |
| 5Y | +101.4% | -36.1% | +137.5% | +114.4% |
| All | +174.8% | -23.9% | +198.7% | +189.9% |
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 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