+5,507.0%
CF vs IFF
+253.9%
+5,253.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +10.4% | -5.7% | +16.1% | +13.4% |
| 30D | +7.6% | -2.7% | +10.3% | +8.8% |
| 3M | +5.2% | -2.3% | +7.5% | +5.9% |
| 6M | -0.1% | +6.0% | -6.1% | -4.8% |
| YTD | +61.7% | +24.6% | +37.1% | +34.7% |
| 1Y | +50.3% | +29.4% | +21.0% | +22.2% |
| 3Y | +66.0% | +23.1% | +42.9% | +32.5% |
| 5Y | +114.5% | -37.2% | +151.7% | +134.6% |
| 10Y | +471.5% | -10.8% | +482.3% | +335.4% |
| All | +5,507.0% | +253.9% | +5,253.1% | +1,043.5% |
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