+773.5%
PM vs IFF
+214.3%
+559.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -2.6% | -0.3% | -2.2% | -2.5% |
| 3M | +5.8% | +18.6% | -12.8% | +0.2% |
| 6M | +10.6% | +17.4% | -6.8% | +4.0% |
| YTD | +17.2% | +28.5% | -11.3% | +7.0% |
| 1Y | +17.6% | +32.5% | -14.9% | +6.0% |
| 3Y | +124.3% | +34.1% | +90.2% | +96.1% |
| 5Y | +125.1% | -35.2% | +160.2% | +142.3% |
| 10Y | +198.6% | -21.1% | +219.7% | +179.0% |
| All | +773.5% | +214.3% | +559.3% | +318.2% |
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