+55.4%
CVS vs IFF
+29.7%
+25.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.0% | -2.8% | +0.8% | -1.7% |
| 30D | +1.9% | -1.1% | +3.0% | +2.0% |
| 3M | -2.2% | +13.8% | -16.0% | -3.7% |
| 6M | +26.7% | +16.7% | +10.1% | +24.1% |
| YTD | +22.9% | +26.1% | -3.2% | +19.8% |
| 1Y | +32.9% | +33.5% | -0.6% | +29.0% |
| All | +55.4% | +29.7% | +25.7% | +44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling