+47.6%
XOP vs IFF
+34.4%
+13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.9% |
| 7D | +2.6% | -1.8% | +4.4% | +2.1% |
| 30D | +15.4% | -2.0% | +17.4% | +15.0% |
| 3M | +12.1% | +18.5% | -6.5% | +17.6% |
| 6M | +19.7% | +11.7% | +8.0% | +28.4% |
| YTD | +52.4% | +29.6% | +22.8% | +59.5% |
| 1Y | +47.6% | +35.0% | +12.6% | +51.2% |
| All | +47.6% | +34.4% | +13.1% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling