+23,594.4%
PH vs IFF
+848.0%
+22,746.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -10.8% | -0.3% | -10.5% | -10.8% |
| 3M | +8.5% | +18.6% | -10.1% | -1.0% |
| 6M | +3.9% | +17.4% | -13.4% | -6.0% |
| YTD | +9.4% | +28.5% | -19.1% | -5.7% |
| 1Y | +26.8% | +32.5% | -5.7% | +7.1% |
| 3Y | +140.8% | +34.1% | +106.7% | +95.5% |
| 5Y | +253.8% | -35.2% | +289.0% | +294.2% |
| 10Y | +792.3% | -21.1% | +813.4% | +765.8% |
| All | +23,594.4% | +848.0% | +22,746.5% | +7,323.6% |
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