+83.0%
PL vs IFF
-31.5%
+114.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | -9.3% | -1.8% | -7.5% | -8.5% |
| 30D | -18.9% | -2.0% | -17.0% | -18.3% |
| 3M | -58.4% | +18.5% | -76.9% | -62.0% |
| 6M | -30.3% | +11.7% | -42.0% | -34.7% |
| YTD | -8.1% | +29.6% | -37.7% | -20.6% |
| 1Y | +180.5% | +35.0% | +145.5% | +134.7% |
| 3Y | +444.1% | +32.3% | +411.9% | +356.1% |
| 5Y | +83.0% | -34.6% | +117.6% | +111.5% |
| All | +83.0% | -31.5% | +114.5% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling