+6.6%
PL vs IFF
+36.7%
-30.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.6% |
| 7D | +5.6% | -9.8% | +15.4% | +6.0% |
| 30D | -16.9% | -1.6% | -15.3% | -17.1% |
| 3M | -38.2% | -1.8% | -36.4% | -38.3% |
| 6M | -63.4% | +3.6% | -67.1% | -63.7% |
| YTD | -27.6% | +25.4% | -53.0% | -16.6% |
| 1Y | +6.6% | +35.4% | -28.9% | +39.0% |
| All | +6.6% | +36.7% | -30.2% | +39.0% |
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