+9.3%
CAT vs IFF
+27.0%
-17.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +7.4% | -1.8% | +9.2% | +7.7% |
| 30D | -19.7% | -9.4% | -10.3% | -18.9% |
| 3M | -29.6% | -3.0% | -26.6% | -29.5% |
| 6M | -33.2% | +5.8% | -39.0% | -34.3% |
| YTD | +5.7% | +22.4% | -16.7% | +1.6% |
| 1Y | +9.3% | +23.0% | -13.7% | +5.9% |
| All | +9.3% | +27.0% | -17.7% | +5.9% |
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