+140.2%
CMS vs IFF
-12.5%
+152.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | +1.7% | -1.8% | +3.5% | +2.1% |
| 30D | +6.2% | -9.4% | +15.6% | +8.2% |
| 3M | +0.6% | -3.0% | +3.6% | +1.1% |
| 6M | -1.8% | +5.8% | -7.6% | -3.3% |
| YTD | +3.8% | +22.4% | -18.5% | -1.6% |
| 1Y | -1.8% | +23.0% | -24.8% | -7.1% |
| 3Y | +39.8% | +21.8% | +18.1% | +30.5% |
| 5Y | +37.1% | -39.2% | +76.4% | +46.9% |
| All | +140.2% | -12.5% | +152.6% | +121.0% |
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 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