+17,119.9%
COR vs IFF
+257.1%
+16,862.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.7% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | +1.5% | -0.3% | +1.8% | +1.6% |
| 3M | +18.7% | +18.6% | +0.1% | +13.2% |
| 6M | -9.0% | +17.4% | -26.4% | -14.6% |
| YTD | -3.3% | +28.5% | -31.8% | -11.8% |
| 1Y | +9.8% | +32.5% | -22.7% | -0.9% |
| 3Y | +87.4% | +34.1% | +53.3% | +63.4% |
| 5Y | +180.5% | -35.2% | +215.7% | +194.0% |
| 10Y | +398.1% | -21.1% | +419.2% | +370.3% |
| All | +17,119.9% | +257.1% | +16,862.7% | +8,965.7% |
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