+49.9%
XLE vs IFF
+44.8%
+5.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.9% | +0.2% | -5.5% |
| 7D | -7.2% | -3.3% | -3.9% | -7.7% |
| 30D | +0.1% | +5.3% | -5.2% | +1.2% |
| 3M | +9.2% | +8.9% | +0.3% | +11.3% |
| 6M | +8.4% | +26.3% | -18.0% | +14.0% |
| YTD | +44.9% | +32.2% | +12.7% | +51.0% |
| 1Y | +49.9% | +45.8% | +4.1% | +55.6% |
| All | +49.9% | +44.8% | +5.0% | +55.6% |
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