+16.3%
PLD vs IFF
-35.9%
+52.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -0.7% | -3.0% | +2.3% | +0.4% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | -7.4% | +11.8% | -19.2% | -11.3% |
| 6M | +1.9% | +16.5% | -14.6% | -4.7% |
| YTD | +7.9% | +26.5% | -18.6% | -2.5% |
| 1Y | +25.1% | +32.7% | -7.6% | +10.6% |
| 3Y | +21.9% | +32.0% | -10.1% | +7.1% |
| 5Y | +16.3% | -36.1% | +52.4% | +27.0% |
| All | +16.3% | -35.9% | +52.2% | +27.0% |
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 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