+62.4%
CART vs IFF
+44.8%
+17.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.6% |
| 7D | +1.4% | -3.3% | +4.7% | +1.4% |
| 30D | +29.7% | +5.3% | +24.4% | +29.7% |
| 3M | +29.7% | +8.9% | +20.8% | +30.0% |
| 6M | +36.8% | +26.3% | +10.5% | +40.0% |
| YTD | +31.7% | +32.2% | -0.5% | +35.0% |
| 1Y | +62.4% | +45.8% | +16.6% | +61.9% |
| All | +62.4% | +44.8% | +17.5% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling