+92.1%
CAT vs IFF
+32.7%
+59.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +0.6% | -2.8% | +3.4% | +1.0% |
| 30D | -4.5% | -1.1% | -3.4% | -4.4% |
| 3M | -5.8% | +13.8% | -19.6% | -8.3% |
| 6M | +12.7% | +16.7% | -3.9% | +8.6% |
| YTD | +41.4% | +26.1% | +15.3% | +35.9% |
| 1Y | +92.1% | +33.5% | +58.6% | +79.6% |
| All | +92.1% | +32.7% | +59.3% | +79.6% |
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