+1,882.2%
XEL vs IFF
+830.6%
+1,051.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.2% | -2.8% | +1.6% | -0.6% |
| 30D | -2.9% | -1.1% | -1.8% | -2.7% |
| 3M | -2.7% | +13.8% | -16.5% | -6.1% |
| 6M | -6.5% | +16.7% | -23.2% | -11.0% |
| YTD | +3.6% | +26.1% | -22.5% | -3.4% |
| 1Y | +7.5% | +33.5% | -26.0% | -1.4% |
| 3Y | +46.3% | +31.6% | +14.7% | +32.1% |
| 5Y | +30.5% | -34.9% | +65.4% | +36.9% |
| 10Y | +151.4% | -20.3% | +171.7% | +138.7% |
| All | +1,882.2% | +830.6% | +1,051.7% | +784.4% |
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 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 · 6 months rolling