+243.7%
PH vs IFF
-35.5%
+279.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.1% | -2.8% | -0.3% | -2.3% |
| 30D | -11.8% | -1.1% | -10.7% | -11.5% |
| 3M | +6.9% | +13.8% | -6.9% | +2.0% |
| 6M | -1.3% | +16.7% | -17.9% | -7.3% |
| YTD | +7.0% | +26.1% | -19.2% | -2.5% |
| 1Y | +23.1% | +33.5% | -10.4% | +9.7% |
| 3Y | +135.4% | +31.6% | +103.8% | +104.4% |
| All | +243.7% | -35.5% | +279.2% | +282.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling