-67.9%
XYZ vs IFF
-35.8%
-32.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -4.3% | -3.2% | -1.1% | -2.4% |
| 30D | +1.2% | -0.3% | +1.5% | +1.4% |
| 3M | +14.6% | +8.4% | +6.2% | +8.5% |
| 6M | +22.6% | +23.0% | -0.5% | +4.7% |
| YTD | +21.7% | +25.5% | -3.8% | +1.1% |
| 1Y | +6.7% | +29.1% | -22.4% | -13.6% |
| 3Y | +46.8% | +31.7% | +15.2% | +7.0% |
| All | -67.9% | -35.8% | -32.1% | -57.5% |
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