+102.6%
PBR vs IFF
+29.0%
+73.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +5.4% | -3.2% | +8.5% | +5.5% |
| 30D | +22.9% | -0.3% | +23.2% | +22.8% |
| 3M | +19.6% | +8.4% | +11.2% | +18.8% |
| 6M | +16.5% | +23.0% | -6.6% | +13.3% |
| YTD | +86.7% | +25.5% | +61.2% | +78.9% |
| 1Y | +74.7% | +29.1% | +45.7% | +65.7% |
| 3Y | +102.6% | +31.7% | +70.9% | +78.2% |
| All | +102.6% | +29.0% | +73.6% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling