+1,547.1%
QQQ vs IFF
+299.4%
+1,247.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | -1.3% | -2.8% | +1.5% | -0.2% |
| 30D | -1.4% | -1.1% | -0.2% | -1.0% |
| 3M | +2.3% | +13.8% | -11.6% | -3.3% |
| 6M | +16.9% | +16.7% | +0.2% | +8.1% |
| YTD | +15.6% | +26.1% | -10.5% | +3.2% |
| 1Y | +22.6% | +33.5% | -10.9% | +6.5% |
| 3Y | +93.5% | +31.6% | +61.9% | +64.2% |
| 5Y | +93.9% | -34.9% | +128.8% | +111.8% |
| 10Y | +564.6% | -20.3% | +584.9% | +524.5% |
| All | +1,547.1% | +299.4% | +1,247.6% | +683.8% |
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