+4,419.1%
XOM vs IFF
+830.6%
+3,588.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -2.8% | +4.6% | +2.8% |
| 30D | +4.1% | -1.1% | +5.2% | +4.3% |
| 3M | +10.4% | +13.8% | -3.4% | +4.9% |
| 6M | +13.0% | +16.7% | -3.6% | +4.4% |
| YTD | +40.1% | +26.1% | +13.9% | +25.5% |
| 1Y | +51.1% | +33.5% | +17.6% | +32.1% |
| 3Y | +57.7% | +31.6% | +26.1% | +34.6% |
| 5Y | +264.7% | -34.9% | +299.6% | +283.3% |
| 10Y | +193.1% | -20.3% | +213.4% | +173.2% |
| All | +4,419.1% | +830.6% | +3,588.5% | +1,654.7% |
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