+79.0%
PL vs IFF
-34.7%
+113.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -7.5% | -0.2% | -7.3% | -7.4% |
| 30D | -25.6% | -0.3% | -25.3% | -25.5% |
| 3M | -45.6% | +18.6% | -64.2% | -50.4% |
| 6M | -29.5% | +17.4% | -46.9% | -35.7% |
| YTD | -9.7% | +28.5% | -38.2% | -21.9% |
| 1Y | +84.4% | +32.5% | +51.8% | +55.0% |
| 3Y | +550.0% | +34.1% | +515.9% | +437.5% |
| 5Y | +79.0% | -35.2% | +114.2% | +114.2% |
| All | +79.0% | -34.7% | +113.6% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling