+619.9%
CF vs IFF
-21.7%
+641.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.2% |
| 7D | -0.8% | -3.0% | +2.2% | 0.0% |
| 30D | +14.3% | -0.9% | +15.2% | +14.4% |
| 3M | +27.9% | +11.8% | +16.0% | +23.1% |
| 6M | +25.5% | +16.5% | +9.0% | +16.7% |
| YTD | +81.2% | +26.5% | +54.7% | +62.8% |
| 1Y | +66.5% | +32.7% | +33.8% | +46.5% |
| 3Y | +76.7% | +32.0% | +44.7% | +51.6% |
| 5Y | +237.8% | -36.1% | +273.9% | +269.8% |
| 10Y | +619.9% | -20.1% | +639.9% | +580.4% |
| All | +619.9% | -21.7% | +641.6% | +580.4% |
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