+210.9%
PM vs IFF
-20.3%
+231.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +4.7% | -3.2% | +7.8% | +5.4% |
| 30D | +2.6% | -0.3% | +2.9% | +2.7% |
| 3M | +6.6% | +8.4% | -1.9% | +4.4% |
| 6M | +16.5% | +23.0% | -6.5% | +10.0% |
| YTD | +21.2% | +25.5% | -4.3% | +13.7% |
| 1Y | +17.9% | +29.1% | -11.1% | +9.7% |
| 3Y | +129.8% | +31.7% | +98.2% | +108.5% |
| 5Y | +133.0% | -35.2% | +168.2% | +149.5% |
| All | +210.9% | -20.3% | +231.2% | +187.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling