+282.9%
QCOM vs IFF
-20.3%
+303.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +7.8% | -3.2% | +11.0% | +9.2% |
| 30D | +12.2% | -0.3% | +12.5% | +12.2% |
| 3M | -9.9% | +8.4% | -18.3% | -13.7% |
| 6M | +36.9% | +23.0% | +13.9% | +23.0% |
| YTD | +8.0% | +25.5% | -17.4% | -4.3% |
| 1Y | +15.0% | +29.1% | -14.0% | +0.2% |
| 3Y | +75.8% | +31.7% | +44.2% | +48.1% |
| 5Y | +42.2% | -35.2% | +77.4% | +59.7% |
| All | +282.9% | -20.3% | +303.1% | +258.1% |
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 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