+153.3%
XOP vs IFF
-35.8%
+189.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +2.6% | -3.2% | +5.8% | +3.1% |
| 30D | +9.6% | -0.3% | +9.9% | +9.6% |
| 3M | +20.4% | +8.4% | +11.9% | +18.4% |
| 6M | +19.9% | +23.0% | -3.1% | +13.8% |
| YTD | +56.4% | +25.5% | +30.9% | +46.9% |
| 1Y | +52.4% | +29.1% | +23.4% | +41.8% |
| 3Y | +39.9% | +31.7% | +8.2% | +26.0% |
| All | +153.3% | -35.8% | +189.1% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling