+7,895.4%
CI vs IFF
+802.8%
+7,092.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.1% |
| 7D | +1.2% | -1.8% | +2.9% | +1.8% |
| 30D | +2.6% | -9.4% | +12.0% | +6.2% |
| 3M | +7.4% | -3.0% | +10.4% | +8.3% |
| 6M | -0.1% | +5.8% | -5.9% | -3.4% |
| YTD | +9.7% | +22.4% | -12.6% | -1.1% |
| 1Y | +12.1% | +23.0% | -10.9% | +0.7% |
| 3Y | +7.0% | +21.8% | -14.7% | -6.6% |
| 5Y | +49.7% | -39.2% | +88.9% | +64.2% |
| 10Y | +147.2% | -12.4% | +159.6% | +118.1% |
| All | +7,895.4% | +802.8% | +7,092.5% | +2,185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling