+86.6%
XOP vs IFF
+280.8%
-194.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.4% |
| 7D | +1.0% | -3.0% | +4.0% | +2.7% |
| 30D | +10.8% | -0.9% | +11.8% | +11.1% |
| 3M | +19.5% | +11.8% | +7.6% | +10.1% |
| 6M | +21.6% | +16.5% | +5.1% | +4.8% |
| YTD | +55.8% | +26.5% | +29.3% | +26.7% |
| 1Y | +54.6% | +32.7% | +21.9% | +21.1% |
| 3Y | +36.6% | +32.0% | +4.6% | +1.0% |
| 5Y | +160.6% | -36.1% | +196.7% | +187.5% |
| 10Y | +56.2% | -20.1% | +76.3% | +33.2% |
| All | +86.6% | +280.8% | -194.1% | -59.8% |
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