+48.8%
CAVA vs IFF
+29.0%
+19.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -8.0% | -3.2% | -4.9% | -7.0% |
| 30D | -19.6% | -0.3% | -19.3% | -19.4% |
| 3M | -36.7% | +8.4% | -45.1% | -38.3% |
| 6M | -30.6% | +23.0% | -53.6% | -35.6% |
| YTD | -4.8% | +25.5% | -30.2% | -14.1% |
| 1Y | -13.1% | +29.1% | -42.2% | -22.7% |
| 3Y | +48.8% | +31.7% | +17.1% | +19.5% |
| All | +48.8% | +29.0% | +19.8% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling