+152.2%
PR vs IFF
-10.1%
+162.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.4% |
| 7D | -9.5% | -9.8% | +0.3% | -6.5% |
| 30D | -5.7% | -1.6% | -4.1% | -5.3% |
| 3M | +3.0% | -1.8% | +4.8% | +3.3% |
| 6M | +11.8% | +3.6% | +8.2% | +8.9% |
| YTD | +58.5% | +25.4% | +33.1% | +40.7% |
| 1Y | +69.9% | +35.4% | +34.5% | +46.0% |
| 3Y | +84.9% | +23.9% | +61.0% | +60.0% |
| 5Y | +246.4% | -37.1% | +283.6% | +286.3% |
| 10Y | +70.3% | -10.3% | +80.6% | +87.3% |
| All | +152.2% | -10.1% | +162.3% | +178.1% |
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 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