-97.9%
CAPR vs IFF
+176.7%
-274.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | +139.2% | -2.0% | +141.1% | +140.0% |
| 3M | -66.4% | +18.5% | -84.9% | -67.9% |
| 6M | -63.1% | +11.7% | -74.8% | -64.6% |
| YTD | -67.4% | +29.6% | -97.0% | -69.8% |
| 1Y | +58.2% | +35.0% | +23.3% | +44.2% |
| 3Y | +42.2% | +32.3% | +9.9% | +31.0% |
| 5Y | +87.3% | -34.6% | +121.8% | +102.9% |
| 10Y | -75.3% | -20.6% | -54.6% | -75.2% |
| All | -97.9% | +176.7% | -274.6% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling