+15.0%
IFF vs CAI
-9.9%
+24.8%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.6% |
| 7D | -3.2% | -2.9% | -0.3% | -3.0% |
| 30D | -0.3% | +9.3% | -9.6% | -0.8% |
| 3M | +8.4% | +35.2% | -26.8% | +6.8% |
| 6M | +23.0% | +30.7% | -7.7% | +20.4% |
| YTD | +25.5% | -9.8% | +35.2% | +25.9% |
| 1Y | +29.1% | -28.9% | +57.9% | +32.0% |
| All | +15.0% | -9.9% | +24.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling