+143.7%
XLC vs IFF
-17.2%
+160.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.5% | -3.2% | +3.7% | +1.5% |
| 30D | +2.1% | -0.3% | +2.4% | +2.2% |
| 3M | +0.7% | +8.4% | -7.8% | -2.0% |
| 6M | -3.2% | +23.0% | -26.2% | -10.1% |
| YTD | -3.8% | +25.5% | -29.3% | -11.7% |
| 1Y | -2.0% | +29.1% | -31.1% | -11.1% |
| 3Y | +71.4% | +31.7% | +39.7% | +50.1% |
| 5Y | +40.7% | -35.2% | +75.9% | +53.7% |
| All | +143.7% | -17.2% | +160.9% | +125.7% |
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 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