+142.1%
CI vs IFF
-20.3%
+162.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -0.1% | -3.2% | +3.1% | +0.7% |
| 30D | +1.8% | -0.3% | +2.1% | +1.8% |
| 3M | -4.2% | +8.4% | -12.7% | -6.7% |
| 6M | +8.8% | +23.0% | -14.2% | +1.7% |
| YTD | +3.7% | +25.5% | -21.7% | -3.9% |
| 1Y | -6.1% | +29.1% | -35.2% | -13.9% |
| 3Y | +4.5% | +31.7% | -27.2% | -7.5% |
| 5Y | +50.5% | -35.2% | +85.7% | +63.4% |
| All | +142.1% | -20.3% | +162.4% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling