-11.2%
CRM vs IFF
+40.8%
-52.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -3.7% | -4.9% | +1.2% | -3.7% |
| 30D | -1.1% | +2.9% | -4.1% | -1.1% |
| 3M | +15.5% | -1.5% | +16.9% | +15.3% |
| 6M | +19.5% | +23.3% | -3.8% | +20.6% |
| YTD | -15.5% | +30.2% | -45.7% | -16.7% |
| 1Y | -11.2% | +37.9% | -49.2% | -13.3% |
| All | -11.2% | +40.8% | -52.0% | -13.3% |
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