+235.6%
CAPR vs IFF
+22.2%
+213.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -7.9% | -6.9% |
| 7D | +5.9% | -1.8% | +7.7% | +5.9% |
| 30D | +44.6% | -9.4% | +54.0% | +44.3% |
| 3M | +126.4% | -3.0% | +129.4% | +125.7% |
| 6M | -68.6% | +5.8% | -74.4% | -68.8% |
| YTD | -67.0% | +22.4% | -89.3% | -67.8% |
| 1Y | +65.2% | +23.0% | +42.1% | +59.0% |
| 3Y | +235.6% | +21.8% | +213.8% | +262.9% |
| All | +235.6% | +22.2% | +213.4% | +262.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling