+226.0%
XLE vs IFF
-36.2%
+262.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.5% | -2.8% | +3.3% | +0.8% |
| 30D | +6.6% | -1.1% | +7.7% | +6.7% |
| 3M | +12.3% | +13.8% | -1.6% | +10.2% |
| 6M | +18.4% | +16.7% | +1.7% | +15.1% |
| YTD | +47.2% | +26.1% | +21.1% | +40.7% |
| 1Y | +50.3% | +33.5% | +16.8% | +41.8% |
| 3Y | +55.3% | +31.6% | +23.7% | +44.2% |
| 5Y | +226.0% | -34.9% | +260.8% | +239.6% |
| All | +226.0% | -36.2% | +262.2% | +239.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling