+45.6%
XEL vs IFF
+29.0%
+16.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -3.2% | +2.9% | +0.1% |
| 30D | -3.9% | -0.3% | -3.7% | -3.9% |
| 3M | -2.8% | +8.4% | -11.3% | -3.9% |
| 6M | -5.4% | +23.0% | -28.4% | -8.5% |
| YTD | +3.8% | +25.5% | -21.7% | 0.0% |
| 1Y | +6.8% | +29.1% | -22.2% | +2.4% |
| 3Y | +45.6% | +31.7% | +13.9% | +32.3% |
| All | +45.6% | +29.0% | +16.6% | +32.3% |
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