+61.5%
CF vs IFF
+22.4%
+39.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.8% |
| 7D | -3.2% | -11.2% | +8.0% | -2.9% |
| 30D | +4.3% | -1.8% | +6.1% | +4.5% |
| 3M | +2.8% | -1.8% | +4.6% | +3.0% |
| 6M | +0.6% | +0.6% | 0.0% | +1.0% |
| YTD | +56.6% | +24.6% | +32.1% | +51.4% |
| 1Y | +49.6% | +34.4% | +15.2% | +41.3% |
| 3Y | +61.5% | +22.1% | +39.4% | +46.9% |
| All | +61.5% | +22.4% | +39.1% | +46.9% |
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 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