+72.9%
PBR vs IFF
+44.8%
+28.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.9% | -2.1% | -7.9% |
| 7D | -11.0% | -3.3% | -7.7% | -11.5% |
| 30D | -18.8% | +5.3% | -24.1% | -17.6% |
| 3M | +7.8% | +8.9% | -1.1% | +10.4% |
| 6M | -7.6% | +26.3% | -33.9% | -0.9% |
| YTD | +72.7% | +32.2% | +40.5% | +81.8% |
| 1Y | +72.9% | +45.8% | +27.2% | +80.5% |
| All | +72.9% | +44.8% | +28.1% | +80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling