+26.1%
PAAS vs IFF
+44.8%
-18.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -4.9% | +13.2% | +10.5% |
| 7D | -1.1% | -3.3% | +2.2% | 0.0% |
| 30D | -8.5% | +5.3% | -13.7% | -11.8% |
| 3M | -7.3% | +8.9% | -16.2% | -12.4% |
| 6M | -18.3% | +26.3% | -44.6% | -29.4% |
| YTD | -19.2% | +32.2% | -51.3% | -30.4% |
| 1Y | +26.1% | +45.8% | -19.6% | +5.8% |
| All | +26.1% | +44.8% | -18.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling