+22.1%
PLD vs IFF
+33.4%
-11.3%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.2% | -3.2% | +2.0% | -0.5% |
| 30D | -3.5% | -0.3% | -3.3% | -3.5% |
| 3M | -7.1% | +8.4% | -15.5% | -8.8% |
| 6M | +2.6% | +23.0% | -20.5% | -2.0% |
| YTD | +8.0% | +25.5% | -17.5% | +2.2% |
| 1Y | +22.1% | +29.1% | -7.0% | +13.0% |
| All | +22.1% | +33.4% | -11.3% | +13.0% |
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