+3,651.5%
CAKE vs IFF
+435.7%
+3,215.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -4.5% | -3.2% | -1.4% | -3.1% |
| 30D | -12.4% | -0.3% | -12.2% | -12.3% |
| 3M | +37.3% | +8.4% | +28.9% | +31.5% |
| 6M | +70.7% | +23.0% | +47.7% | +51.6% |
| YTD | +106.0% | +25.5% | +80.5% | +80.0% |
| 1Y | +79.7% | +29.1% | +50.6% | +54.7% |
| 3Y | +267.8% | +31.7% | +236.1% | +204.6% |
| 5Y | +159.9% | -35.2% | +195.1% | +191.6% |
| 10Y | +154.3% | -20.7% | +175.1% | +153.3% |
| All | +3,651.5% | +435.7% | +3,215.8% | +1,606.9% |
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 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