+92.0%
EXEL vs IFF
+44.8%
+47.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +2.3% |
| 7D | +9.8% | -3.3% | +13.1% | +10.9% |
| 30D | +23.6% | +5.3% | +18.3% | +21.0% |
| 3M | +29.9% | +8.9% | +21.0% | +25.8% |
| 6M | +64.7% | +26.3% | +38.4% | +51.2% |
| YTD | +66.0% | +32.2% | +33.8% | +48.3% |
| 1Y | +92.0% | +45.8% | +46.2% | +63.5% |
| All | +92.0% | +44.8% | +47.1% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling