+10.9%
CMG vs IFF
+44.8%
-33.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.9% | +10.7% | +6.6% |
| 7D | +22.5% | -3.3% | +25.8% | +23.0% |
| 30D | +14.1% | +5.3% | +8.8% | +12.6% |
| 3M | +4.1% | +8.9% | -4.8% | +2.0% |
| 6M | +10.1% | +26.3% | -16.3% | +4.4% |
| YTD | -4.9% | +32.2% | -37.0% | -12.3% |
| 1Y | +10.9% | +45.8% | -34.8% | -2.2% |
| All | +10.9% | +44.8% | -33.9% | -2.2% |
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