+135.4%
XLP vs IFF
-14.6%
+150.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.5% |
| 7D | +2.3% | -9.8% | +12.1% | +4.6% |
| 30D | +9.1% | -1.6% | +10.7% | +9.4% |
| 3M | +7.9% | -1.8% | +9.7% | +8.2% |
| 6M | +9.6% | +3.6% | +6.0% | +8.2% |
| YTD | +19.4% | +25.4% | -5.9% | +12.1% |
| 1Y | +22.4% | +35.4% | -13.1% | +12.7% |
| 3Y | +43.2% | +23.9% | +19.3% | +32.6% |
| 5Y | +42.6% | -37.1% | +79.7% | +53.1% |
| 10Y | +135.4% | -10.3% | +145.7% | +118.5% |
| All | +135.4% | -14.6% | +150.0% | +118.5% |
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