+797.8%
PH vs IFF
-20.3%
+818.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -1.3% | -3.2% | +1.9% | +0.1% |
| 30D | -11.0% | -0.3% | -10.7% | -11.0% |
| 3M | +5.5% | +8.4% | -2.9% | +0.8% |
| 6M | +1.5% | +23.0% | -21.6% | -9.5% |
| YTD | +8.8% | +25.5% | -16.7% | -4.4% |
| 1Y | +24.5% | +29.1% | -4.6% | +7.4% |
| 3Y | +141.2% | +31.7% | +109.5% | +97.8% |
| 5Y | +256.3% | -35.2% | +291.5% | +306.6% |
| All | +797.8% | -20.3% | +818.1% | +775.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling