+56.1%
CDE vs IFF
-20.3%
+76.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -3.1% | -3.2% | +0.1% | -1.4% |
| 30D | +9.5% | -0.3% | +9.8% | +9.7% |
| 3M | +25.5% | +8.4% | +17.0% | +20.4% |
| 6M | -7.9% | +23.0% | -30.9% | -17.5% |
| YTD | +15.6% | +25.5% | -9.9% | +2.1% |
| 1Y | +34.0% | +29.1% | +5.0% | +15.9% |
| 3Y | +791.9% | +31.7% | +760.3% | +667.0% |
| 5Y | +197.7% | -35.2% | +232.9% | +251.0% |
| All | +56.1% | -20.3% | +76.3% | +52.8% |
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