-9.6%
PATH vs IFF
+36.7%
-46.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.3% |
| 7D | -2.3% | -9.8% | +7.5% | -3.2% |
| 30D | -4.8% | -1.6% | -3.2% | -4.9% |
| 3M | -17.7% | -1.8% | -15.9% | -17.8% |
| 6M | +18.9% | +3.6% | +15.3% | +19.1% |
| YTD | -21.7% | +25.4% | -47.1% | -20.0% |
| 1Y | -9.6% | +35.4% | -45.1% | -6.3% |
| All | -9.6% | +36.7% | -46.4% | -6.3% |
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