+160.0%
EXPE vs IFF
-20.3%
+180.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.7% |
| 7D | -5.8% | -3.2% | -2.6% | -4.4% |
| 30D | -13.6% | -0.3% | -13.3% | -13.4% |
| 3M | +25.2% | +8.4% | +16.7% | +20.7% |
| 6M | +22.3% | +23.0% | -0.7% | +9.7% |
| YTD | -0.3% | +25.5% | -25.8% | -12.5% |
| 1Y | +27.8% | +29.1% | -1.3% | +10.1% |
| 3Y | +162.4% | +31.7% | +130.8% | +116.8% |
| 5Y | +95.8% | -35.2% | +131.0% | +125.1% |
| All | +160.0% | -20.3% | +180.3% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling