+1,097.3%
XLI vs IFF
+278.6%
+818.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -1.7% | -3.2% | +1.5% | -0.4% |
| 30D | -7.3% | -0.3% | -7.0% | -7.2% |
| 3M | -1.3% | +8.4% | -9.8% | -5.2% |
| 6M | +2.2% | +23.0% | -20.8% | -7.8% |
| YTD | +11.7% | +25.5% | -13.8% | -0.5% |
| 1Y | +14.3% | +29.1% | -14.8% | +0.1% |
| 3Y | +70.3% | +31.7% | +38.7% | +43.4% |
| 5Y | +82.3% | -35.2% | +117.5% | +99.6% |
| 10Y | +258.4% | -20.7% | +279.1% | +238.0% |
| All | +1,097.3% | +278.6% | +818.7% | +439.1% |
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 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