+34.5%
QXO vs IFF
-20.3%
+54.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -7.8% | -3.2% | -4.6% | -7.1% |
| 30D | -18.1% | -0.3% | -17.8% | -18.0% |
| 3M | -25.8% | +8.4% | -34.2% | -27.1% |
| 6M | -41.7% | +23.0% | -64.7% | -44.0% |
| YTD | -36.2% | +25.5% | -61.6% | -38.9% |
| 1Y | -42.1% | +29.1% | -71.2% | -44.9% |
| 3Y | -46.2% | +31.7% | -77.8% | -49.4% |
| 5Y | -70.7% | -35.2% | -35.5% | -69.0% |
| All | +34.5% | -20.3% | +54.7% | +42.0% |
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