+73.9%
PL vs IFF
-33.1%
+107.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.6% |
| 7D | -13.9% | -3.0% | -10.8% | -12.6% |
| 30D | -25.5% | -0.9% | -24.5% | -25.2% |
| 3M | -44.8% | +11.8% | -56.6% | -48.1% |
| 6M | -33.3% | +16.5% | -49.8% | -38.8% |
| YTD | -12.7% | +26.5% | -39.2% | -23.7% |
| 1Y | +90.9% | +32.7% | +58.2% | +60.7% |
| 3Y | +528.5% | +32.0% | +496.5% | +426.8% |
| 5Y | +72.7% | -36.1% | +108.8% | +101.8% |
| All | +73.9% | -33.1% | +107.0% | +102.7% |
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