+1,024.7%
XLE vs IFF
+291.0%
+733.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +2.2% | -1.8% | +4.0% | +2.9% |
| 30D | +11.8% | -2.0% | +13.7% | +12.4% |
| 3M | +9.8% | +18.5% | -8.7% | +1.3% |
| 6M | +15.6% | +11.7% | +3.9% | +6.8% |
| YTD | +45.3% | +29.6% | +15.7% | +25.4% |
| 1Y | +48.3% | +35.0% | +13.3% | +25.1% |
| 3Y | +55.4% | +32.3% | +23.2% | +27.4% |
| 5Y | +216.1% | -34.6% | +250.7% | +236.9% |
| 10Y | +178.4% | -20.6% | +199.0% | +157.3% |
| All | +1,024.7% | +291.0% | +733.8% | +400.3% |
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