+99.4%
CB vs IFF
-35.9%
+135.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -0.5% | -3.0% | +2.5% | -0.1% |
| 30D | -3.1% | -0.9% | -2.1% | -3.0% |
| 3M | +4.2% | +11.8% | -7.7% | +2.2% |
| 6M | +4.7% | +16.5% | -11.8% | +1.6% |
| YTD | +8.8% | +26.5% | -17.7% | +4.0% |
| 1Y | +22.6% | +32.7% | -10.1% | +16.0% |
| 3Y | +70.6% | +32.0% | +38.6% | +58.8% |
| 5Y | +99.4% | -36.1% | +135.5% | +115.9% |
| All | +99.4% | -35.9% | +135.3% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling