+45.5%
CG vs IFF
+29.7%
+15.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.3% |
| 7D | -9.8% | -2.8% | -7.0% | -8.9% |
| 30D | -10.3% | -1.1% | -9.2% | -10.0% |
| 3M | -1.7% | +13.8% | -15.5% | -6.4% |
| 6M | -9.8% | +16.7% | -26.5% | -15.5% |
| YTD | -25.6% | +26.1% | -51.7% | -32.8% |
| 1Y | -32.5% | +33.5% | -66.0% | -40.7% |
| All | +45.5% | +29.7% | +15.8% | +18.4% |
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