+169.5%
PR vs IFF
-7.1%
+176.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +2.9% | -1.8% | +4.7% | +3.5% |
| 30D | +18.0% | -2.0% | +20.0% | +18.6% |
| 3M | +16.9% | +18.5% | -1.7% | +9.2% |
| 6M | +28.2% | +11.7% | +16.5% | +20.1% |
| YTD | +69.3% | +29.6% | +39.8% | +49.0% |
| 1Y | +69.5% | +35.0% | +34.5% | +45.9% |
| 3Y | +81.7% | +32.3% | +49.4% | +53.3% |
| 5Y | +422.2% | -34.6% | +456.8% | +473.9% |
| 10Y | +110.4% | -20.6% | +131.0% | +130.0% |
| All | +169.5% | -7.1% | +176.6% | +194.4% |
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