-68.6%
CAPR vs IFF
+5.0%
-73.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.0% | -7.9% | -6.6% |
| 7D | +5.9% | -1.8% | +7.7% | +5.3% |
| 30D | +44.6% | -9.4% | +54.0% | +39.2% |
| 3M | +126.4% | -3.0% | +129.4% | +121.2% |
| 6M | -68.6% | +5.8% | -74.4% | -68.5% |
| All | -68.6% | +5.0% | -73.6% | -68.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling