+287.5%
CAH vs IFF
-20.3%
+307.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -5.1% | -3.2% | -1.9% | -4.3% |
| 30D | +0.2% | -0.3% | +0.5% | +0.2% |
| 3M | +6.3% | +8.4% | -2.1% | +3.8% |
| 6M | +9.4% | +23.0% | -13.6% | +2.6% |
| YTD | +15.0% | +25.5% | -10.5% | +6.6% |
| 1Y | +55.4% | +29.1% | +26.4% | +42.7% |
| 3Y | +173.8% | +31.7% | +142.2% | +142.4% |
| 5Y | +395.2% | -35.2% | +430.4% | +437.8% |
| All | +287.5% | -20.3% | +307.7% | +277.1% |
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