+72.5%
CAPR vs IFF
-35.9%
+108.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.6% |
| 7D | -12.6% | -3.0% | -9.6% | -12.6% |
| 30D | +124.4% | -0.9% | +125.3% | +124.4% |
| 3M | -66.8% | +11.8% | -78.6% | -67.0% |
| 6M | -71.8% | +16.5% | -88.3% | -72.1% |
| YTD | -70.1% | +26.5% | -96.6% | -70.6% |
| 1Y | +33.3% | +32.7% | +0.6% | +29.2% |
| 3Y | +36.7% | +32.0% | +4.7% | +39.1% |
| 5Y | +72.5% | -36.1% | +108.5% | +86.8% |
| All | +72.5% | -35.9% | +108.3% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling