-14.2%
XYL vs IFF
-35.8%
+21.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.2% | -3.2% | +4.4% | +2.2% |
| 30D | -11.9% | -0.3% | -11.7% | -11.9% |
| 3M | -1.5% | +8.4% | -10.0% | -4.5% |
| 6M | -11.9% | +23.0% | -34.9% | -18.8% |
| YTD | -20.6% | +25.5% | -46.0% | -27.6% |
| 1Y | -23.5% | +29.1% | -52.6% | -31.3% |
| 3Y | +14.9% | +31.7% | -16.8% | 0.0% |
| All | -14.2% | -35.8% | +21.6% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling