+99.6%
PSX vs IFF
+34.4%
+65.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.1% |
| 7D | +4.5% | -1.8% | +6.4% | +4.2% |
| 30D | +26.6% | -2.0% | +28.6% | +26.3% |
| 3M | +39.3% | +18.5% | +20.7% | +44.3% |
| 6M | +56.8% | +11.7% | +45.1% | +65.0% |
| YTD | +101.8% | +29.6% | +72.2% | +110.0% |
| 1Y | +99.6% | +35.0% | +64.6% | +103.9% |
| All | +99.6% | +34.4% | +65.2% | +103.9% |
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