+161.6%
XHB vs IFF
+305.3%
-143.7%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -5.2% | -2.8% | -2.5% | -3.6% |
| 30D | -12.1% | -1.1% | -11.0% | -11.6% |
| 3M | -6.2% | +13.8% | -20.0% | -13.7% |
| 6M | -6.7% | +16.7% | -23.4% | -16.6% |
| YTD | -5.5% | +26.1% | -31.6% | -19.6% |
| 1Y | -15.6% | +33.5% | -49.2% | -31.0% |
| 3Y | +22.0% | +31.6% | -9.6% | -2.4% |
| 5Y | +31.8% | -34.9% | +66.7% | +54.1% |
| 10Y | +208.1% | -20.3% | +228.4% | +180.2% |
| All | +161.6% | +305.3% | -143.7% | -38.4% |
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