-0.4%
PL vs IFF
+44.8%
-45.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.9% | -1.5% | -6.1% |
| 7D | -11.7% | -3.3% | -8.4% | -11.6% |
| 30D | -27.1% | +5.3% | -32.4% | -27.6% |
| 3M | -44.6% | +8.9% | -53.5% | -45.1% |
| 6M | -67.2% | +26.3% | -93.5% | -67.3% |
| YTD | -35.9% | +32.2% | -68.0% | -29.2% |
| 1Y | -0.4% | +45.8% | -46.1% | +18.3% |
| All | -0.4% | +44.8% | -45.2% | +18.3% |
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