+232.1%
CF vs IFF
-34.1%
+266.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +6.0% | -1.8% | +7.8% | +6.1% |
| 30D | +14.8% | -2.0% | +16.8% | +15.0% |
| 3M | +14.1% | +18.5% | -4.5% | +12.4% |
| 6M | +28.5% | +11.7% | +16.9% | +27.1% |
| YTD | +74.9% | +29.6% | +45.4% | +68.1% |
| 1Y | +61.7% | +35.0% | +26.7% | +53.9% |
| 3Y | +80.3% | +32.3% | +48.1% | +72.0% |
| All | +232.1% | -34.1% | +266.2% | +249.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling