-77.0%
PATH vs IFF
-34.6%
-42.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.3% | +1.7% |
| 7D | -5.3% | -11.2% | +5.9% | -0.8% |
| 30D | -0.5% | -1.8% | +1.2% | -0.2% |
| 3M | -7.1% | -1.8% | -5.3% | -6.9% |
| 6M | +23.8% | +0.6% | +23.2% | +21.7% |
| YTD | -20.7% | +24.6% | -45.2% | -31.9% |
| 1Y | -8.1% | +34.4% | -42.4% | -24.8% |
| 3Y | -21.8% | +22.1% | -43.9% | -36.5% |
| All | -77.0% | -34.6% | -42.4% | -69.5% |
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 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