+66.5%
CF vs IFF
+31.7%
+34.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.4% |
| 7D | -0.8% | -3.0% | +2.2% | -1.7% |
| 30D | +14.3% | -0.9% | +15.2% | +14.0% |
| 3M | +27.9% | +11.8% | +16.0% | +32.8% |
| 6M | +25.5% | +16.5% | +9.0% | +34.7% |
| YTD | +81.2% | +26.5% | +54.7% | +88.3% |
| 1Y | +66.5% | +32.7% | +33.8% | +72.9% |
| All | +66.5% | +31.7% | +34.8% | +72.9% |
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 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