-65.6%
XE vs IFF
+25.6%
-91.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.9% | -3.6% | -7.1% |
| 7D | -12.9% | -3.3% | -9.6% | -12.2% |
| 30D | -30.3% | +5.3% | -35.6% | -31.8% |
| 3M | -45.9% | +8.9% | -54.8% | -48.0% |
| 6M | -66.2% | +26.3% | -92.6% | -70.6% |
| All | -65.6% | +25.6% | -91.1% | -69.7% |
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