-81.2%
PATH vs IFF
-31.5%
-49.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -1.0% |
| 7D | -2.7% | -10.8% | +8.1% | +1.5% |
| 30D | -3.7% | -0.1% | -3.6% | -4.0% |
| 3M | -13.8% | -1.2% | -12.5% | -13.8% |
| 6M | +20.3% | +5.2% | +15.1% | +16.5% |
| YTD | -20.8% | +27.3% | -48.1% | -31.8% |
| 1Y | -9.2% | +39.2% | -48.4% | -25.8% |
| 3Y | -21.8% | +26.1% | -47.9% | -36.0% |
| 5Y | -77.4% | -37.0% | -40.4% | -73.9% |
| All | -81.2% | -31.5% | -49.7% | -77.9% |
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