+226.8%
XME vs IFF
+279.6%
-52.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.5% |
| 7D | -3.0% | -2.8% | -0.3% | -1.3% |
| 30D | -2.6% | -1.1% | -1.5% | -2.0% |
| 3M | +2.2% | +13.8% | -11.7% | -6.9% |
| 6M | +0.7% | +16.7% | -16.0% | -11.5% |
| YTD | +10.9% | +26.1% | -15.2% | -8.2% |
| 1Y | +35.7% | +33.5% | +2.2% | +6.9% |
| 3Y | +127.1% | +31.6% | +95.5% | +69.8% |
| 5Y | +168.5% | -34.9% | +203.3% | +206.9% |
| 10Y | +416.9% | -20.3% | +437.2% | +332.9% |
| All | +226.8% | +279.6% | -52.8% | -48.8% |
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