-78.0%
PATH vs IFF
-30.2%
-47.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.0% |
| 6M | +37.2% | +11.7% | +25.5% | +27.9% |
| YTD | -7.3% | +29.6% | -36.9% | -20.4% |
| 1Y | +40.0% | +35.0% | +5.0% | +16.7% |
| 3Y | -4.4% | +32.3% | -36.7% | -23.7% |
| 5Y | -76.0% | -34.6% | -41.5% | -72.1% |
| All | -78.0% | -30.2% | -47.8% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling