+442.6%
XYL vs IFF
+96.4%
+346.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.4% |
| 7D | +0.8% | -3.0% | +3.9% | +2.1% |
| 30D | -10.8% | -0.9% | -9.9% | -10.5% |
| 3M | -2.5% | +11.8% | -14.4% | -7.4% |
| 6M | -12.2% | +16.5% | -28.7% | -19.1% |
| YTD | -20.1% | +26.5% | -46.6% | -29.2% |
| 1Y | -20.6% | +32.7% | -53.4% | -31.5% |
| 3Y | +17.3% | +32.0% | -14.7% | -1.4% |
| 5Y | -14.5% | -36.1% | +21.6% | -3.1% |
| 10Y | +150.2% | -20.1% | +170.3% | +138.4% |
| All | +442.6% | +96.4% | +346.2% | +233.9% |
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