+52,520.0%
QCOM vs IFF
+515.6%
+52,004.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +2.0% | -5.7% | +7.7% | +4.4% |
| 30D | +1.2% | -2.7% | +3.9% | +1.8% |
| 3M | +9.1% | -2.3% | +11.4% | +9.4% |
| 6M | -25.0% | +6.0% | -31.0% | -28.1% |
| YTD | +4.8% | +24.6% | -19.8% | -7.7% |
| 1Y | +3.6% | +29.4% | -25.8% | -10.5% |
| 3Y | +51.5% | +23.1% | +28.4% | +31.1% |
| 5Y | +19.7% | -37.2% | +56.9% | +35.1% |
| 10Y | +245.8% | -10.8% | +256.6% | +216.2% |
| All | +52,520.0% | +515.6% | +52,004.4% | +21,991.5% |
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