-5.8%
XLC vs IFF
+44.8%
-50.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +3.9% |
| 7D | +1.8% | -3.3% | +5.1% | +2.0% |
| 30D | -6.0% | +5.3% | -11.3% | -6.7% |
| 3M | -6.0% | +8.9% | -14.9% | -7.1% |
| 6M | -9.1% | +26.3% | -35.4% | -11.5% |
| YTD | -10.0% | +32.2% | -42.2% | -13.5% |
| 1Y | -5.8% | +45.8% | -51.6% | -11.1% |
| All | -5.8% | +44.8% | -50.6% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling