+131.5%
PM vs IFF
-36.2%
+167.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | +1.9% | -2.8% | +4.7% | +2.4% |
| 30D | +1.9% | -1.1% | +3.0% | +2.1% |
| 3M | +4.6% | +13.8% | -9.2% | +2.3% |
| 6M | +11.7% | +16.7% | -5.0% | +8.3% |
| YTD | +20.4% | +26.1% | -5.8% | +15.2% |
| 1Y | +19.0% | +33.5% | -14.6% | +12.7% |
| 3Y | +130.4% | +31.6% | +98.8% | +116.5% |
| 5Y | +131.5% | -34.9% | +166.3% | +142.9% |
| All | +131.5% | -36.2% | +167.7% | +142.9% |
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