+71.8%
CF vs IFF
+33.6%
+38.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.8% |
| 7D | -0.9% | -0.2% | -0.8% | -0.9% |
| 30D | +18.1% | -0.3% | +18.4% | +18.1% |
| 3M | +23.4% | +18.6% | +4.8% | +22.6% |
| 6M | +17.1% | +17.4% | -0.3% | +16.0% |
| YTD | +76.2% | +28.5% | +47.8% | +69.3% |
| 1Y | +62.3% | +32.5% | +29.7% | +54.2% |
| 3Y | +71.8% | +34.1% | +37.8% | +59.3% |
| All | +71.8% | +33.6% | +38.3% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling