-8.6%
PATH vs IFF
+38.8%
-47.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | 0.0% |
| 7D | -2.7% | -10.8% | +8.1% | -3.7% |
| 30D | -3.7% | -0.1% | -3.6% | -3.7% |
| 3M | -13.8% | -1.2% | -12.5% | -13.9% |
| 6M | +20.3% | +5.2% | +15.1% | +20.6% |
| YTD | -20.8% | +27.3% | -48.1% | -19.0% |
| All | -8.6% | +38.8% | -47.4% | -5.0% |
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 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