+62.6%
CFG vs IFF
-37.3%
+99.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -0.8% | -5.7% | +4.9% | +1.1% |
| 30D | +3.1% | -2.7% | +5.9% | +3.8% |
| 3M | -9.7% | -2.3% | -7.4% | -9.4% |
| 6M | +6.7% | +6.0% | +0.7% | +3.6% |
| YTD | +15.2% | +24.6% | -9.4% | +3.9% |
| 1Y | +28.8% | +29.4% | -0.6% | +14.3% |
| 3Y | +190.1% | +23.1% | +167.0% | +150.7% |
| All | +62.6% | -37.3% | +99.9% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling