-8.6%
PATH vs IFF
+33.7%
-42.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.4% |
| 7D | -2.7% | -5.7% | +3.0% | -3.3% |
| 30D | -1.4% | -2.7% | +1.4% | -1.6% |
| 3M | -16.4% | -2.3% | -14.1% | -16.6% |
| 6M | +23.3% | +6.0% | +17.3% | +24.1% |
| YTD | -19.8% | +24.6% | -44.4% | -17.8% |
| 1Y | -8.6% | +29.4% | -37.9% | -5.1% |
| All | -8.6% | +33.7% | -42.3% | -5.1% |
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