+73.5%
CART vs IFF
+33.7%
+39.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | +0.3% | -9.8% | +10.0% | +1.0% |
| 30D | +22.4% | -1.6% | +24.1% | +22.6% |
| 3M | +15.6% | -1.8% | +17.4% | +15.8% |
| 6M | +44.9% | +3.6% | +41.3% | +44.5% |
| YTD | +30.0% | +25.4% | +4.6% | +27.9% |
| 1Y | +56.6% | +35.4% | +21.2% | +52.4% |
| 3Y | +131.9% | +23.9% | +108.0% | +111.8% |
| All | +73.5% | +33.7% | +39.8% | +54.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling