+21.1%
PL vs IFF
-34.6%
+55.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.3% | +14.7% | +12.3% |
| 7D | -6.8% | -11.2% | +4.4% | -1.9% |
| 30D | -29.3% | -1.8% | -27.5% | -29.3% |
| 3M | -44.8% | -1.8% | -42.9% | -44.8% |
| 6M | -68.4% | +0.6% | -69.0% | -69.0% |
| YTD | -36.4% | +24.6% | -60.9% | -44.8% |
| 1Y | +0.7% | +34.4% | -33.7% | -17.4% |
| 3Y | +455.3% | +22.1% | +433.3% | +374.2% |
| All | +21.1% | -34.6% | +55.7% | +59.2% |
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