-9.0%
AUR vs IFF
+44.8%
-53.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.9% | +0.4% | -3.4% |
| 7D | -19.8% | -3.3% | -16.5% | -19.3% |
| 30D | -29.0% | +5.3% | -34.3% | -30.1% |
| 3M | -43.6% | +8.9% | -52.5% | -45.1% |
| 6M | -36.6% | +26.3% | -63.0% | -41.4% |
| YTD | +6.3% | +32.2% | -25.9% | -0.7% |
| 1Y | -9.0% | +45.8% | -54.8% | -12.1% |
| All | -9.0% | +44.8% | -53.9% | -12.1% |
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