-8.1%
PATH vs IFF
+31.3%
-39.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.3% | -0.5% |
| 7D | -5.3% | -11.2% | +5.9% | -6.4% |
| 30D | -0.5% | -1.8% | +1.2% | -0.7% |
| 3M | -7.1% | -1.8% | -5.3% | -7.3% |
| 6M | +23.8% | +0.6% | +23.2% | +23.4% |
| YTD | -20.7% | +24.6% | -45.2% | -18.8% |
| 1Y | -8.1% | +34.4% | -42.4% | -4.4% |
| All | -8.1% | +31.3% | -39.4% | -4.4% |
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