+183.3%
CFG vs IFF
+30.1%
+153.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -0.6% | -3.0% | +2.4% | +0.2% |
| 30D | -4.5% | -0.9% | -3.6% | -4.4% |
| 3M | +6.3% | +11.8% | -5.5% | +2.8% |
| 6M | +20.6% | +16.5% | +4.1% | +14.5% |
| YTD | +21.2% | +26.5% | -5.3% | +11.2% |
| 1Y | +38.2% | +32.7% | +5.5% | +24.3% |
| All | +183.3% | +30.1% | +153.3% | +115.0% |
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