+500.1%
XRT vs IFF
+286.7%
+213.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -1.8% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | -5.6% | -0.3% | -5.3% | -5.5% |
| 3M | +2.5% | +18.6% | -16.0% | -6.2% |
| 6M | +3.7% | +17.4% | -13.7% | -6.0% |
| YTD | +1.0% | +28.5% | -27.5% | -12.9% |
| 1Y | -1.2% | +32.5% | -33.7% | -16.4% |
| 3Y | +43.4% | +34.1% | +9.3% | +17.0% |
| 5Y | -0.7% | -35.2% | +34.4% | +13.1% |
| 10Y | +123.7% | -21.1% | +144.8% | +108.4% |
| All | +500.1% | +286.7% | +213.4% | +92.7% |
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