+378.1%
PSX vs IFF
-20.3%
+398.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +1.7% | -3.2% | +4.9% | +2.8% |
| 30D | +15.6% | -0.3% | +15.9% | +15.6% |
| 3M | +46.5% | +8.4% | +38.0% | +41.4% |
| 6M | +55.0% | +23.0% | +32.0% | +40.2% |
| YTD | +105.3% | +25.5% | +79.8% | +82.9% |
| 1Y | +101.6% | +29.1% | +72.5% | +76.8% |
| 3Y | +134.1% | +31.7% | +102.5% | +97.9% |
| 5Y | +368.7% | -35.2% | +403.9% | +415.1% |
| All | +378.1% | -20.3% | +398.4% | +353.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling