+248.8%
XLF vs IFF
-20.3%
+269.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | -3.2% | +1.7% | -0.4% |
| 30D | -1.2% | -0.3% | -0.9% | -1.1% |
| 3M | +9.2% | +8.4% | +0.7% | +5.8% |
| 6M | +16.3% | +23.0% | -6.7% | +6.6% |
| YTD | +5.4% | +25.5% | -20.0% | -4.6% |
| 1Y | +7.6% | +29.1% | -21.5% | -4.0% |
| 3Y | +74.2% | +31.7% | +42.6% | +48.9% |
| 5Y | +66.1% | -35.2% | +101.3% | +83.6% |
| All | +248.8% | -20.3% | +269.1% | +238.1% |
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