+50.6%
CI vs IFF
-36.2%
+86.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.3% | -2.8% | +1.5% | -1.0% |
| 30D | +3.1% | -1.1% | +4.3% | +3.3% |
| 3M | -4.5% | +13.8% | -18.3% | -6.3% |
| 6M | +8.3% | +16.7% | -8.4% | +5.5% |
| YTD | +3.8% | +26.1% | -22.3% | -0.1% |
| 1Y | -5.0% | +33.5% | -38.5% | -9.4% |
| 3Y | +5.8% | +31.6% | -25.8% | 0.0% |
| 5Y | +50.6% | -34.9% | +85.5% | +58.9% |
| All | +50.6% | -36.2% | +86.9% | +58.9% |
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