+51,298.2%
QCOM vs IFF
+504.5%
+50,793.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.0% |
| 7D | +4.3% | -1.8% | +6.0% | +5.0% |
| 30D | -0.1% | -9.4% | +9.3% | +3.5% |
| 3M | +5.2% | -3.0% | +8.2% | +5.8% |
| 6M | -18.4% | +5.8% | -24.2% | -21.7% |
| YTD | +2.4% | +22.4% | -20.0% | -9.2% |
| 1Y | +0.9% | +23.0% | -22.1% | -11.0% |
| 3Y | +48.4% | +21.8% | +26.6% | +29.0% |
| 5Y | +16.6% | -39.2% | +55.8% | +33.4% |
| 10Y | +237.8% | -12.4% | +250.2% | +211.1% |
| All | +51,298.2% | +504.5% | +50,793.7% | +21,635.4% |
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