+51.0%
CL vs IFF
-20.3%
+71.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -1.6% |
| 30D | -6.0% | -0.3% | -5.7% | -5.9% |
| 3M | -2.3% | +8.4% | -10.8% | -4.2% |
| 6M | -2.0% | +23.0% | -25.0% | -6.8% |
| YTD | +11.8% | +25.5% | -13.6% | +5.8% |
| 1Y | +5.8% | +29.1% | -23.2% | -0.6% |
| 3Y | +25.9% | +31.7% | -5.7% | +16.4% |
| 5Y | +26.9% | -35.2% | +62.1% | +34.1% |
| All | +51.0% | -20.3% | +71.3% | +40.7% |
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