-45.8%
XE vs IFF
+19.8%
-65.6%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.3% | -7.9% | -8.1% |
| 7D | -11.4% | -2.8% | -8.6% | -10.6% |
| 30D | -23.0% | -1.1% | -21.9% | -22.9% |
| 3M | -12.1% | +13.8% | -25.9% | -18.3% |
| All | -45.8% | +19.8% | -65.6% | -51.2% |
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 · Available span rolling