+38.4%
CFG vs IFF
+32.7%
+5.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.7% | -2.8% | +1.1% | -1.2% |
| 30D | -4.6% | -1.1% | -3.5% | -4.4% |
| 3M | +7.9% | +13.8% | -5.9% | +5.3% |
| 6M | +19.9% | +16.7% | +3.2% | +16.1% |
| YTD | +21.7% | +26.1% | -4.4% | +14.0% |
| 1Y | +38.4% | +33.5% | +4.9% | +25.7% |
| All | +38.4% | +32.7% | +5.7% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling