-78.7%
CAPR vs IFF
-20.3%
-58.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.0% |
| 7D | -11.0% | -3.2% | -7.8% | -10.1% |
| 30D | +99.8% | -0.3% | +100.0% | +100.0% |
| 3M | -66.6% | +8.4% | -75.0% | -67.8% |
| 6M | -75.1% | +23.0% | -98.1% | -77.1% |
| YTD | -71.0% | +25.5% | -96.5% | -73.7% |
| 1Y | +30.0% | +29.1% | +0.9% | +15.4% |
| 3Y | +29.0% | +31.7% | -2.7% | +14.0% |
| 5Y | +70.8% | -35.2% | +106.0% | +98.5% |
| All | -78.7% | -20.3% | -58.5% | -77.6% |
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