+177.8%
XLE vs IFF
-20.3%
+198.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.7% | -3.2% | +4.9% | +2.6% |
| 30D | +6.7% | -0.3% | +7.0% | +6.7% |
| 3M | +14.9% | +8.4% | +6.4% | +11.3% |
| 6M | +15.9% | +23.0% | -7.1% | +6.0% |
| YTD | +47.7% | +25.5% | +22.2% | +33.5% |
| 1Y | +50.7% | +29.1% | +21.7% | +34.3% |
| 3Y | +57.9% | +31.7% | +26.2% | +34.7% |
| 5Y | +227.0% | -35.2% | +262.2% | +257.0% |
| All | +177.8% | -20.3% | +198.1% | +164.5% |
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