+155.2%
EXEL vs IFF
+29.0%
+126.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -4.9% | -3.2% | -1.7% | -4.1% |
| 30D | +11.4% | -0.3% | +11.7% | +11.4% |
| 3M | +4.9% | +8.4% | -3.5% | +2.8% |
| 6M | +34.4% | +23.0% | +11.4% | +28.3% |
| YTD | +28.0% | +25.5% | +2.6% | +21.6% |
| 1Y | +43.6% | +29.1% | +14.6% | +35.4% |
| 3Y | +155.2% | +31.7% | +123.6% | +119.0% |
| All | +155.2% | +29.0% | +126.2% | +119.0% |
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