+70.3%
XLI vs IFF
+29.0%
+41.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | -1.7% | -3.2% | +1.5% | -1.0% |
| 30D | -7.3% | -0.3% | -7.0% | -7.2% |
| 3M | -1.3% | +8.4% | -9.8% | -3.4% |
| 6M | +2.2% | +23.0% | -20.8% | -3.3% |
| YTD | +11.7% | +25.5% | -13.8% | +4.8% |
| 1Y | +14.3% | +29.1% | -14.8% | +6.2% |
| 3Y | +70.3% | +31.7% | +38.7% | +54.3% |
| All | +70.3% | +29.0% | +41.3% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling