+90.9%
PL vs IFF
+31.7%
+59.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | -13.9% | -3.0% | -10.8% | -13.6% |
| 30D | -25.5% | -0.9% | -24.5% | -25.4% |
| 3M | -44.8% | +11.8% | -56.6% | -45.5% |
| 6M | -33.3% | +16.5% | -49.8% | -34.4% |
| YTD | -12.7% | +26.5% | -39.2% | -8.5% |
| 1Y | +90.9% | +32.7% | +58.2% | +114.2% |
| All | +90.9% | +31.7% | +59.2% | +114.2% |
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 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