+27.6%
CAVA vs IFF
+16.6%
+11.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -38.4% |
| 6M | -30.6% | +23.0% | -53.6% | -35.9% |
| YTD | -4.8% | +25.5% | -30.2% | -14.3% |
| 1Y | -13.1% | +29.1% | -42.2% | -22.8% |
| 3Y | +48.8% | +31.7% | +17.1% | +25.8% |
| All | +27.6% | +16.6% | +11.1% | +11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling