+108.6%
XLP vs IFF
-20.5%
+129.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | -1.4% | -0.2% | -1.3% | -1.4% |
| 30D | -1.3% | -0.3% | -1.0% | -1.2% |
| 3M | +1.8% | +18.6% | -16.7% | -2.3% |
| 6M | -0.8% | +17.4% | -18.2% | -5.2% |
| YTD | +9.5% | +28.5% | -19.0% | +2.3% |
| 1Y | +7.2% | +32.5% | -25.4% | -0.8% |
| 3Y | +27.1% | +34.1% | -6.9% | +15.5% |
| 5Y | +32.0% | -35.2% | +67.2% | +40.6% |
| All | +108.6% | -20.5% | +129.1% | +94.6% |
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