+78.7%
CME vs IFF
-36.2%
+115.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.4% | -2.8% | +0.4% | -2.1% |
| 30D | +6.2% | -1.1% | +7.3% | +6.3% |
| 3M | +4.4% | +13.8% | -9.4% | +3.1% |
| 6M | -9.6% | +16.7% | -26.3% | -11.2% |
| YTD | +3.8% | +26.1% | -22.3% | +1.1% |
| 1Y | +9.5% | +33.5% | -24.0% | +6.0% |
| 3Y | +51.9% | +31.6% | +20.3% | +44.5% |
| 5Y | +78.7% | -34.9% | +113.6% | +93.0% |
| All | +78.7% | -36.2% | +115.0% | +93.0% |
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