+533.2%
XYZ vs IFF
-4.8%
+538.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.0% | -1.8% | +0.8% | +0.1% |
| 30D | -1.7% | -2.0% | +0.2% | -0.6% |
| 3M | +16.7% | +18.5% | -1.8% | +5.7% |
| 6M | +26.9% | +11.7% | +15.2% | +16.6% |
| YTD | +27.1% | +29.6% | -2.4% | +6.5% |
| 1Y | +9.3% | +35.0% | -25.7% | -11.2% |
| 3Y | +42.3% | +32.3% | +10.0% | +12.6% |
| 5Y | -69.3% | -34.6% | -34.8% | -63.4% |
| 10Y | +586.8% | -20.6% | +607.4% | +593.6% |
| All | +533.2% | -4.8% | +538.0% | +496.1% |
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