+159.8%
CVE vs IFF
-21.4%
+181.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.8% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +17.5% | -0.3% | +17.8% | +17.4% |
| 3M | +16.2% | +18.6% | -2.3% | +8.0% |
| 6M | +47.8% | +17.4% | +30.4% | +34.5% |
| YTD | +98.5% | +28.5% | +70.0% | +73.1% |
| 1Y | +109.8% | +32.5% | +77.2% | +79.3% |
| 3Y | +75.5% | +34.1% | +41.4% | +44.2% |
| 5Y | +341.6% | -35.2% | +376.7% | +391.9% |
| 10Y | +159.8% | -21.1% | +180.9% | +163.9% |
| All | +159.8% | -21.4% | +181.2% | +163.9% |
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