-21.8%
PATH vs IFF
+22.4%
-44.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.3% | +0.6% |
| 7D | -5.3% | -11.2% | +5.9% | -3.6% |
| 30D | -0.5% | -1.8% | +1.2% | -0.4% |
| 3M | -7.1% | -1.8% | -5.3% | -7.1% |
| 6M | +23.8% | +0.6% | +23.2% | +23.0% |
| YTD | -20.7% | +24.6% | -45.2% | -26.1% |
| 1Y | -8.1% | +34.4% | -42.4% | -16.9% |
| 3Y | -21.8% | +22.1% | -43.9% | -41.5% |
| All | -21.8% | +22.4% | -44.2% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling