+50.9%
XYZ vs IFF
+33.6%
+17.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | +2.9% | -0.2% | +3.0% | +3.0% |
| 30D | +1.4% | -0.3% | +1.7% | +1.5% |
| 3M | +14.6% | +18.6% | -4.0% | +7.3% |
| 6M | +20.8% | +17.4% | +3.4% | +12.7% |
| YTD | +23.1% | +28.5% | -5.4% | +9.4% |
| 1Y | +5.6% | +32.5% | -26.9% | -7.8% |
| 3Y | +50.9% | +34.1% | +16.9% | +9.2% |
| All | +50.9% | +33.6% | +17.3% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling