+243.8%
HPQ vs IFF
-20.3%
+264.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +8.6% |
| 7D | +9.8% | -3.2% | +12.9% | +11.1% |
| 30D | +22.4% | -0.3% | +22.6% | +22.4% |
| 3M | +45.2% | +8.4% | +36.7% | +39.9% |
| 6M | +96.4% | +23.0% | +73.4% | +77.7% |
| YTD | +65.4% | +25.5% | +39.9% | +47.6% |
| 1Y | +31.6% | +29.1% | +2.5% | +15.7% |
| 3Y | +37.0% | +31.7% | +5.4% | +17.2% |
| 5Y | +53.0% | -35.2% | +88.2% | +71.0% |
| All | +243.8% | -20.3% | +264.1% | +225.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling