+44.8%
XLP vs IFF
+22.2%
+22.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +2.5% | -1.8% | +4.3% | +2.8% |
| 30D | +7.3% | -9.4% | +16.7% | +9.2% |
| 3M | +8.1% | -3.0% | +11.1% | +8.6% |
| 6M | +10.5% | +5.8% | +4.7% | +9.0% |
| YTD | +21.2% | +22.4% | -1.2% | +15.6% |
| 1Y | +22.7% | +23.0% | -0.3% | +16.8% |
| 3Y | +44.8% | +21.8% | +23.0% | +35.7% |
| All | +44.8% | +22.2% | +22.6% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling