+6,706.3%
CME vs IFF
+344.1%
+6,362.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.7% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +5.5% | -0.3% | +5.8% | +5.5% |
| 3M | +11.0% | +18.6% | -7.6% | +2.6% |
| 6M | -9.7% | +17.4% | -27.1% | -17.7% |
| YTD | +4.9% | +28.5% | -23.6% | -8.5% |
| 1Y | +10.1% | +32.5% | -22.4% | -5.9% |
| 3Y | +53.5% | +34.1% | +19.5% | +23.4% |
| 5Y | +77.2% | -35.2% | +112.3% | +91.8% |
| 10Y | +282.1% | -21.1% | +303.2% | +231.5% |
| All | +6,706.3% | +344.1% | +6,362.2% | +1,647.8% |
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