+295.5%
EXEL vs IFF
+337.9%
-42.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.7% | +1.9% |
| 7D | -0.3% | -3.0% | +2.7% | +1.2% |
| 30D | +10.1% | -0.9% | +11.1% | +10.5% |
| 3M | +10.1% | +11.8% | -1.8% | +3.6% |
| 6M | +37.7% | +16.5% | +21.1% | +25.8% |
| YTD | +33.1% | +26.5% | +6.6% | +16.0% |
| 1Y | +52.4% | +32.7% | +19.7% | +29.3% |
| 3Y | +163.8% | +32.0% | +131.8% | +113.1% |
| 5Y | +198.5% | -36.1% | +234.6% | +230.8% |
| 10Y | +386.9% | -20.1% | +407.0% | +317.6% |
| All | +295.5% | +337.9% | -42.5% | +17.8% |
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