+9.3%
CME vs IFF
+34.4%
-25.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -1.6% | -1.8% | +0.2% | -1.5% |
| 30D | +6.2% | -2.0% | +8.2% | +6.3% |
| 3M | +10.4% | +18.5% | -8.1% | +10.3% |
| 6M | -9.5% | +11.7% | -21.2% | -9.2% |
| YTD | +6.0% | +29.6% | -23.6% | +6.9% |
| 1Y | +9.3% | +35.0% | -25.7% | +11.3% |
| All | +9.3% | +34.4% | -25.2% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling