+42.8%
XLP vs IFF
-34.0%
+76.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | +0.1% | -10.8% | +10.8% | +2.0% |
| 30D | +8.9% | -0.1% | +9.1% | +8.9% |
| 3M | +7.5% | -1.2% | +8.7% | +7.6% |
| 6M | +9.4% | +5.2% | +4.2% | +8.1% |
| YTD | +19.3% | +27.3% | -8.0% | +13.3% |
| 1Y | +21.7% | +39.2% | -17.5% | +13.6% |
| 3Y | +44.0% | +26.1% | +17.8% | +35.7% |
| 5Y | +42.8% | -37.0% | +79.8% | +53.5% |
| All | +42.8% | -34.0% | +76.7% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling