+117.7%
CMS vs IFF
-19.8%
+137.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.3% | -2.8% | +1.5% | -0.8% |
| 30D | -2.8% | -1.1% | -1.7% | -2.6% |
| 3M | -7.1% | +13.8% | -21.0% | -9.8% |
| 6M | -10.0% | +16.7% | -26.7% | -13.6% |
| YTD | -0.9% | +26.1% | -27.1% | -6.6% |
| 1Y | -2.0% | +33.5% | -35.5% | -8.9% |
| 3Y | +33.0% | +31.6% | +1.4% | +22.1% |
| 5Y | +24.3% | -34.9% | +59.1% | +30.8% |
| All | +117.7% | -19.8% | +137.6% | +100.5% |
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