+192.6%
CFG vs IFF
+24.4%
+168.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -0.8% | -5.7% | +4.9% | +0.5% |
| 30D | +3.1% | -2.7% | +5.9% | +3.6% |
| 3M | -9.7% | -2.3% | -7.4% | -9.5% |
| 6M | +6.7% | +6.0% | +0.7% | +4.5% |
| YTD | +15.2% | +24.6% | -9.4% | +6.7% |
| 1Y | +28.8% | +29.4% | -0.6% | +17.8% |
| All | +192.6% | +24.4% | +168.2% | +121.6% |
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