+811.7%
XLB vs IFF
+287.7%
+524.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.1% | -0.5% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -1.7% | -0.3% | -1.4% | -1.6% |
| 3M | +4.4% | +18.6% | -14.2% | -4.6% |
| 6M | +5.0% | +17.4% | -12.3% | -4.9% |
| YTD | +15.5% | +28.5% | -13.0% | -0.4% |
| 1Y | +14.9% | +32.5% | -17.6% | -2.8% |
| 3Y | +34.5% | +34.1% | +0.5% | +9.7% |
| 5Y | +36.5% | -35.2% | +71.7% | +53.8% |
| 10Y | +159.6% | -21.1% | +180.7% | +145.6% |
| All | +811.7% | +287.7% | +524.1% | +233.7% |
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