+18.7%
HPQ vs IFF
+34.4%
-15.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.2% |
| 7D | +6.9% | -1.8% | +8.8% | +7.3% |
| 30D | +14.4% | -2.0% | +16.4% | +14.9% |
| 3M | +25.6% | +18.5% | +7.1% | +21.1% |
| 6M | +75.0% | +11.7% | +63.4% | +70.8% |
| YTD | +50.7% | +29.6% | +21.1% | +37.0% |
| 1Y | +18.7% | +35.0% | -16.3% | +3.3% |
| All | +18.7% | +34.4% | -15.8% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling