+33.1%
CAPR vs IFF
+30.1%
+3.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.6% |
| 7D | -12.6% | -3.0% | -9.6% | -12.5% |
| 30D | +124.4% | -0.9% | +125.3% | +124.4% |
| 3M | -66.8% | +11.8% | -78.6% | -67.1% |
| 6M | -71.8% | +16.5% | -88.3% | -72.3% |
| YTD | -70.1% | +26.5% | -96.6% | -70.9% |
| 1Y | +33.3% | +32.7% | +0.6% | +24.7% |
| All | +33.1% | +30.1% | +3.1% | +28.0% |
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