+421.5%
CARR vs IFF
-7.5%
+429.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | -3.8% | -3.2% | -0.6% | -2.6% |
| 30D | -8.9% | -0.3% | -8.6% | -8.9% |
| 3M | -17.3% | +8.4% | -25.8% | -20.5% |
| 6M | -1.4% | +23.0% | -24.4% | -10.5% |
| YTD | +10.0% | +25.5% | -15.5% | -1.3% |
| 1Y | -6.4% | +29.1% | -35.4% | -17.2% |
| 3Y | +1.5% | +31.7% | -30.1% | -12.8% |
| 5Y | +9.3% | -35.2% | +44.5% | +23.4% |
| All | +421.5% | -7.5% | +429.0% | +411.2% |
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