+159.8%
XLB vs IFF
-20.3%
+180.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.8% | -3.2% | +0.3% | -1.6% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | -0.2% | +8.4% | -8.6% | -3.8% |
| 6M | +3.1% | +23.0% | -20.0% | -6.6% |
| YTD | +13.3% | +25.5% | -12.2% | +1.4% |
| 1Y | +12.0% | +29.1% | -17.0% | -1.2% |
| 3Y | +31.4% | +31.7% | -0.3% | +12.1% |
| 5Y | +33.9% | -35.2% | +69.1% | +50.5% |
| All | +159.8% | -20.3% | +180.1% | +151.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling