+521.6%
IQV vs IFF
+42.5%
+479.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | -2.2% | -3.2% | +0.9% | -1.0% |
| 30D | +8.3% | -0.3% | +8.6% | +8.4% |
| 3M | +44.6% | +8.4% | +36.1% | +39.8% |
| 6M | +52.6% | +23.0% | +29.5% | +38.4% |
| YTD | +16.1% | +25.5% | -9.3% | +3.8% |
| 1Y | +37.3% | +29.1% | +8.2% | +21.0% |
| 3Y | +21.6% | +31.7% | -10.1% | +4.3% |
| 5Y | +0.5% | -35.2% | +35.7% | +12.3% |
| 10Y | +239.7% | -20.7% | +260.4% | +224.9% |
| All | +521.6% | +42.5% | +479.2% | +348.2% |
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 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