+10,444.3%
XPO vs IFF
+299.5%
+10,144.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.3% | -2.8% | +1.5% | -0.1% |
| 30D | -10.4% | -1.1% | -9.2% | -10.1% |
| 3M | -15.7% | +13.8% | -29.5% | -21.0% |
| 6M | -6.3% | +16.7% | -23.0% | -14.3% |
| YTD | +34.2% | +26.1% | +8.0% | +18.2% |
| 1Y | +39.9% | +33.5% | +6.4% | +19.7% |
| 3Y | +155.2% | +31.6% | +123.6% | +114.6% |
| 5Y | +264.7% | -34.9% | +299.6% | +316.3% |
| 10Y | +1,500.1% | -20.3% | +1,520.4% | +1,546.9% |
| All | +10,444.3% | +299.5% | +10,144.8% | +7,092.0% |
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