+55.0%
XOP vs IFF
-20.3%
+75.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +2.6% | -3.2% | +5.8% | +3.7% |
| 30D | +9.6% | -0.3% | +9.9% | +9.6% |
| 3M | +20.4% | +8.4% | +11.9% | +15.8% |
| 6M | +19.9% | +23.0% | -3.1% | +7.1% |
| YTD | +56.4% | +25.5% | +30.9% | +37.5% |
| 1Y | +52.4% | +29.1% | +23.4% | +31.8% |
| 3Y | +39.9% | +31.7% | +8.2% | +14.8% |
| 5Y | +163.7% | -35.2% | +198.9% | +192.2% |
| All | +55.0% | -20.3% | +75.3% | +49.9% |
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