-35.7%
AUR vs IFF
-34.6%
-1.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +1.4% | -3.2% | +4.6% | +3.4% |
| 30D | -6.4% | -0.3% | -6.1% | -6.3% |
| 3M | +7.7% | +8.4% | -0.7% | +1.2% |
| 6M | +44.5% | +23.0% | +21.5% | +23.5% |
| YTD | +67.4% | +25.5% | +42.0% | +39.7% |
| 1Y | +15.4% | +29.1% | -13.6% | -6.5% |
| 3Y | +94.8% | +31.7% | +63.2% | +52.2% |
| 5Y | -35.1% | -35.2% | +0.1% | -17.1% |
| All | -35.7% | -34.6% | -1.1% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling