+166.3%
XME vs IFF
-35.8%
+202.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -4.2% | -3.2% | -1.0% | -3.2% |
| 30D | -2.7% | -0.3% | -2.4% | -2.6% |
| 3M | -3.9% | +8.4% | -12.4% | -6.6% |
| 6M | -1.0% | +23.0% | -24.0% | -8.0% |
| YTD | +9.8% | +25.5% | -15.6% | +0.8% |
| 1Y | +32.5% | +29.1% | +3.5% | +20.1% |
| 3Y | +124.3% | +31.7% | +92.7% | +95.3% |
| All | +166.3% | -35.8% | +202.1% | +188.5% |
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