-81.2%
PATH vs IFF
-32.9%
-48.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.3% | +1.6% |
| 7D | -5.3% | -11.2% | +5.9% | -1.1% |
| 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% | +21.8% |
| YTD | -20.7% | +24.6% | -45.2% | -31.1% |
| 1Y | -8.1% | +34.4% | -42.4% | -23.6% |
| 3Y | -21.8% | +22.1% | -43.9% | -35.1% |
| 5Y | -76.8% | -34.3% | -42.6% | -72.8% |
| All | -81.2% | -32.9% | -48.2% | -77.7% |
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