+1,475.9%
XLK vs IFF
+278.6%
+1,197.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +0.2% | -3.2% | +3.4% | +1.4% |
| 30D | -0.6% | -0.3% | -0.3% | -0.6% |
| 3M | +2.6% | +8.4% | -5.9% | -1.3% |
| 6M | +34.0% | +23.0% | +10.9% | +21.5% |
| YTD | +30.7% | +25.5% | +5.2% | +16.8% |
| 1Y | +39.2% | +29.1% | +10.1% | +22.4% |
| 3Y | +120.4% | +31.7% | +88.8% | +86.9% |
| 5Y | +148.8% | -35.2% | +184.0% | +172.0% |
| 10Y | +803.3% | -20.7% | +824.0% | +758.0% |
| All | +1,475.9% | +278.6% | +1,197.3% | +657.2% |
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