+34.0%
CDE vs IFF
+33.4%
+0.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | -3.1% | -3.2% | +0.1% | -1.3% |
| 30D | +9.5% | -0.3% | +9.8% | +9.6% |
| 3M | +25.5% | +8.4% | +17.0% | +21.0% |
| 6M | -7.9% | +23.0% | -30.9% | -15.8% |
| YTD | +15.6% | +25.5% | -9.9% | +7.0% |
| 1Y | +34.0% | +29.1% | +5.0% | +20.1% |
| All | +34.0% | +33.4% | +0.7% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling