+58.2%
CAPR vs IFF
+34.4%
+23.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.2% |
| 7D | -2.0% | -1.8% | -0.2% | -3.0% |
| 30D | +139.2% | -2.0% | +141.1% | +136.0% |
| 3M | -66.4% | +18.5% | -84.9% | -61.8% |
| 6M | -63.1% | +11.7% | -74.8% | -64.5% |
| YTD | -67.4% | +29.6% | -97.0% | -54.3% |
| 1Y | +58.2% | +35.0% | +23.3% | +115.9% |
| All | +58.2% | +34.4% | +23.8% | +115.9% |
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 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