+192.9%
XOM vs IFF
-20.3%
+213.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +4.1% | -3.2% | +7.3% | +4.8% |
| 30D | +4.6% | -0.3% | +4.9% | +4.5% |
| 3M | +14.0% | +8.4% | +5.5% | +11.1% |
| 6M | +11.0% | +23.0% | -12.1% | +3.1% |
| YTD | +40.7% | +25.5% | +15.2% | +29.5% |
| 1Y | +52.3% | +29.1% | +23.2% | +38.5% |
| 3Y | +60.5% | +31.7% | +28.8% | +40.7% |
| 5Y | +266.4% | -35.2% | +301.6% | +295.2% |
| All | +192.9% | -20.3% | +213.2% | +179.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling