+5,331.8%
CF vs IFF
+253.8%
+5,078.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +2.8% |
| 7D | -3.2% | -11.2% | +8.0% | +2.6% |
| 30D | +4.3% | -1.8% | +6.1% | +5.1% |
| 3M | +2.8% | -1.8% | +4.6% | +3.3% |
| 6M | +0.6% | +0.6% | 0.0% | -1.9% |
| YTD | +56.6% | +24.6% | +32.1% | +30.6% |
| 1Y | +49.6% | +34.4% | +15.2% | +19.0% |
| 3Y | +61.5% | +22.1% | +39.4% | +29.6% |
| 5Y | +124.0% | -34.3% | +158.2% | +137.4% |
| 10Y | +573.2% | -17.9% | +591.1% | +444.8% |
| All | +5,331.8% | +253.8% | +5,078.0% | +1,008.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling