+471.5%
CF vs IFF
-12.5%
+483.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.1% |
| 7D | +4.8% | -1.8% | +6.5% | +5.2% |
| 30D | +4.7% | -9.4% | +14.1% | +7.6% |
| 3M | +7.4% | -3.0% | +10.4% | +8.1% |
| 6M | +0.6% | +5.8% | -5.2% | -2.0% |
| YTD | +64.1% | +22.4% | +41.7% | +48.4% |
| 1Y | +51.4% | +23.0% | +28.4% | +36.4% |
| 3Y | +67.8% | +21.8% | +46.0% | +47.8% |
| 5Y | +114.1% | -39.2% | +153.4% | +140.0% |
| All | +471.5% | -12.5% | +483.9% | +398.9% |
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 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