+136.2%
XLP vs IFF
-13.3%
+149.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.2% |
| 7D | -0.2% | -6.9% | +6.7% | +1.4% |
| 30D | +8.2% | -8.9% | +17.0% | +10.3% |
| 3M | +7.7% | -3.7% | +11.4% | +8.5% |
| 6M | +9.3% | +3.5% | +5.8% | +7.9% |
| YTD | +19.5% | +21.2% | -1.7% | +13.0% |
| 1Y | +21.0% | +25.6% | -4.6% | +13.4% |
| 3Y | +43.2% | +19.7% | +23.5% | +33.7% |
| 5Y | +42.7% | -39.8% | +82.5% | +54.9% |
| All | +136.2% | -13.3% | +149.5% | +121.7% |
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