+7,343.6%
CB vs IFF
+395.7%
+6,947.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +2.9% | -1.8% | +4.7% | +3.5% |
| 30D | +7.3% | -9.4% | +16.7% | +10.9% |
| 3M | +9.4% | -3.0% | +12.4% | +10.2% |
| 6M | +19.6% | +5.8% | +13.8% | +16.0% |
| YTD | +21.5% | +22.4% | -0.9% | +10.2% |
| 1Y | +28.0% | +23.0% | +5.0% | +15.6% |
| 3Y | +74.9% | +21.8% | +53.1% | +53.7% |
| 5Y | +108.1% | -39.2% | +147.4% | +128.6% |
| 10Y | +251.8% | -12.4% | +264.2% | +215.4% |
| All | +7,343.6% | +395.7% | +6,947.9% | +3,326.5% |
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 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