+57.9%
PSLV vs IFF
+34.4%
+23.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -0.6% | -1.8% | +1.2% | 0.0% |
| 30D | +7.3% | -2.0% | +9.2% | +7.9% |
| 3M | -7.4% | +18.5% | -26.0% | -13.2% |
| 6M | -20.3% | +11.7% | -32.0% | -25.4% |
| YTD | -8.2% | +29.6% | -37.8% | -16.5% |
| 1Y | +57.9% | +35.0% | +23.0% | +41.2% |
| All | +57.9% | +34.4% | +23.5% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling