+165.8%
XHB vs IFF
+303.2%
-137.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -4.6% | -3.2% | -1.5% | -2.8% |
| 30D | -9.1% | -0.3% | -8.8% | -9.0% |
| 3M | -8.6% | +8.4% | -17.0% | -13.4% |
| 6M | -4.0% | +23.0% | -27.1% | -16.8% |
| YTD | -3.9% | +25.5% | -29.4% | -18.1% |
| 1Y | -16.5% | +29.1% | -45.5% | -30.3% |
| 3Y | +22.6% | +31.7% | -9.1% | -2.0% |
| 5Y | +33.9% | -35.2% | +69.2% | +57.0% |
| 10Y | +213.0% | -20.7% | +233.7% | +185.6% |
| All | +165.8% | +303.2% | -137.4% | -37.3% |
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 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