+469.4%
PWR vs IFF
-35.8%
+505.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.7% | +5.3% |
| 7D | +4.2% | -3.2% | +7.4% | +5.0% |
| 30D | -4.0% | -0.3% | -3.8% | -4.1% |
| 3M | -4.8% | +8.4% | -13.2% | -7.5% |
| 6M | +14.6% | +23.0% | -8.4% | +6.6% |
| YTD | +54.2% | +25.5% | +28.8% | +41.7% |
| 1Y | +67.1% | +29.1% | +38.0% | +51.6% |
| 3Y | +218.5% | +31.7% | +186.8% | +181.5% |
| All | +469.4% | -35.8% | +505.2% | +547.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling