+79.3%
PR vs IFF
+32.8%
+46.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.9% | -1.8% | +4.7% | +3.0% |
| 30D | +18.0% | -2.0% | +20.0% | +18.2% |
| 3M | +16.9% | +18.5% | -1.7% | +14.5% |
| 6M | +28.2% | +11.7% | +16.5% | +27.0% |
| YTD | +69.3% | +29.6% | +39.8% | +59.9% |
| 1Y | +69.5% | +35.0% | +34.5% | +57.5% |
| All | +79.3% | +32.8% | +46.5% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling