+87.1%
PR vs IFF
-21.4%
+108.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +17.4% | -0.3% | +17.7% | +17.3% |
| 3M | +21.8% | +18.6% | +3.2% | +13.7% |
| 6M | +27.6% | +17.4% | +10.2% | +17.0% |
| YTD | +71.4% | +28.5% | +43.0% | +51.0% |
| 1Y | +78.3% | +32.5% | +45.8% | +54.2% |
| 3Y | +85.5% | +34.1% | +51.4% | +55.0% |
| 5Y | +422.7% | -35.2% | +457.8% | +477.6% |
| 10Y | +87.1% | -21.1% | +108.2% | +103.6% |
| All | +87.1% | -21.4% | +108.6% | +103.6% |
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