-31.5%
XYL vs IFF
+44.8%
-76.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.9% | +5.9% |
| 7D | +14.5% | -3.3% | +17.8% | +15.2% |
| 30D | -1.3% | +5.3% | -6.6% | -2.2% |
| 3M | -17.0% | +8.9% | -25.9% | -18.3% |
| 6M | -11.3% | +26.3% | -37.7% | -15.0% |
| YTD | -25.0% | +32.2% | -57.1% | -28.9% |
| 1Y | -31.5% | +45.8% | -77.3% | -36.0% |
| All | -31.5% | +44.8% | -76.4% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling