+32.0%
XEL vs IFF
-35.8%
+67.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -3.2% | +2.9% | +0.2% |
| 30D | -3.9% | -0.3% | -3.7% | -3.9% |
| 3M | -2.8% | +8.4% | -11.3% | -4.1% |
| 6M | -5.4% | +23.0% | -28.4% | -8.9% |
| YTD | +3.8% | +25.5% | -21.7% | -0.5% |
| 1Y | +6.8% | +29.1% | -22.2% | +1.9% |
| 3Y | +45.6% | +31.7% | +13.9% | +36.4% |
| All | +32.0% | -35.8% | +67.8% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling