-75.7%
PATH vs IFF
-34.2%
-41.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | -1.8% | -14.5% | -15.7% |
| 30D | +9.9% | -2.0% | +11.9% | +10.7% |
| 3M | +30.2% | +18.5% | +11.6% | +20.8% |
| 6M | +37.2% | +11.7% | +25.5% | +27.7% |
| YTD | -7.3% | +29.6% | -36.9% | -20.7% |
| 1Y | +40.0% | +35.0% | +5.0% | +16.2% |
| 3Y | -4.4% | +32.3% | -36.7% | -24.4% |
| All | -75.7% | -34.2% | -41.5% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling