+1,139.1%
PSX vs IFF
+102.3%
+1,036.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.2% |
| 7D | +1.8% | -3.0% | +4.9% | +3.0% |
| 30D | +21.6% | -0.9% | +22.6% | +21.9% |
| 3M | +46.5% | +11.8% | +34.6% | +39.0% |
| 6M | +62.0% | +16.5% | +45.5% | +47.8% |
| YTD | +106.3% | +26.5% | +79.8% | +80.7% |
| 1Y | +103.0% | +32.7% | +70.3% | +73.3% |
| 3Y | +135.5% | +32.0% | +103.5% | +95.4% |
| 5Y | +368.5% | -36.1% | +404.6% | +418.3% |
| 10Y | +386.6% | -20.1% | +406.6% | +343.5% |
| All | +1,139.1% | +102.3% | +1,036.9% | +493.2% |
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 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