+123.0%
XRT vs IFF
-20.3%
+143.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -3.2% | -3.2% | 0.0% | -2.0% |
| 30D | -4.5% | -0.3% | -4.2% | -4.4% |
| 3M | -3.1% | +8.4% | -11.5% | -6.4% |
| 6M | +4.2% | +23.0% | -18.8% | -5.1% |
| YTD | -0.1% | +25.5% | -25.6% | -10.1% |
| 1Y | -3.0% | +29.1% | -32.1% | -14.0% |
| 3Y | +41.8% | +31.7% | +10.1% | +22.2% |
| 5Y | -1.3% | -35.2% | +33.9% | +9.9% |
| All | +123.0% | -20.3% | +143.2% | +121.0% |
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 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