+69.7%
XLC vs IFF
+29.7%
+40.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.7% | -2.8% | +1.1% | -1.2% |
| 30D | +0.2% | -1.1% | +1.3% | +0.4% |
| 3M | +0.7% | +13.8% | -13.1% | -1.7% |
| 6M | -4.5% | +16.7% | -21.1% | -7.6% |
| YTD | -4.7% | +26.1% | -30.9% | -9.7% |
| 1Y | -1.5% | +33.5% | -35.0% | -7.9% |
| All | +69.7% | +29.7% | +40.0% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling