+47.2%
CAPR vs IFF
+44.8%
+2.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.9% | +13.1% | +5.0% |
| 7D | +43.2% | -3.3% | +46.5% | +40.5% |
| 30D | +14.7% | +5.3% | +9.4% | +19.2% |
| 3M | +113.9% | +8.9% | +105.0% | +128.7% |
| 6M | -73.4% | +26.3% | -99.7% | -67.2% |
| YTD | -69.1% | +32.2% | -101.3% | -48.5% |
| 1Y | +47.2% | +45.8% | +1.4% | +328.2% |
| All | +47.2% | +44.8% | +2.4% | +328.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling