+152.6%
PR vs IFF
-10.7%
+163.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.3% | +3.3% |
| 7D | -16.4% | -11.2% | -5.2% | -13.2% |
| 30D | -1.9% | -1.8% | -0.1% | -1.4% |
| 3M | +8.0% | -1.8% | +9.8% | +8.3% |
| 6M | +4.1% | +0.6% | +3.5% | +2.5% |
| YTD | +58.7% | +24.6% | +34.1% | +41.3% |
| 1Y | +75.8% | +34.4% | +41.4% | +51.5% |
| 3Y | +73.2% | +22.1% | +51.1% | +50.7% |
| 5Y | +230.1% | -34.3% | +264.4% | +260.9% |
| 10Y | +67.4% | -17.9% | +85.3% | +85.7% |
| All | +152.6% | -10.7% | +163.3% | +179.1% |
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