+508.9%
XLP vs IFF
+291.0%
+218.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -1.8% | +0.8% | -0.6% |
| 30D | -0.9% | -2.0% | +1.1% | -0.4% |
| 3M | +3.8% | +18.5% | -14.7% | -1.0% |
| 6M | -1.7% | +11.7% | -13.4% | -5.6% |
| YTD | +10.3% | +29.6% | -19.3% | +1.7% |
| 1Y | +7.8% | +35.0% | -27.2% | -1.9% |
| 3Y | +27.2% | +32.3% | -5.1% | +14.3% |
| 5Y | +32.5% | -34.6% | +67.1% | +40.0% |
| 10Y | +101.8% | -20.6% | +122.4% | +92.6% |
| All | +508.9% | +291.0% | +218.0% | +260.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling