+219.2%
CB vs IFF
-19.8%
+239.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.8% | -2.8% | 0.0% | -2.0% |
| 30D | -2.4% | -1.1% | -1.3% | -2.2% |
| 3M | +2.8% | +13.8% | -11.1% | -1.1% |
| 6M | +4.8% | +16.7% | -11.9% | -0.8% |
| YTD | +9.2% | +26.1% | -17.0% | +0.9% |
| 1Y | +22.8% | +33.5% | -10.7% | +11.3% |
| 3Y | +71.1% | +31.6% | +39.6% | +51.1% |
| 5Y | +101.0% | -34.9% | +135.9% | +118.4% |
| All | +219.2% | -19.8% | +239.1% | +200.6% |
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 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