+141.4%
XLC vs IFF
-15.2%
+156.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +0.2% | -0.3% | +0.6% | +0.3% |
| 3M | +0.6% | +18.6% | -17.9% | -4.6% |
| 6M | -4.5% | +17.4% | -21.9% | -10.0% |
| YTD | -4.7% | +28.5% | -33.2% | -13.1% |
| 1Y | -1.7% | +32.5% | -34.2% | -11.5% |
| 3Y | +72.3% | +34.1% | +38.2% | +50.2% |
| 5Y | +37.8% | -35.2% | +72.9% | +50.7% |
| All | +141.4% | -15.2% | +156.6% | +122.0% |
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