-86.3%
SPXU vs IFF
-35.8%
-50.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.8% |
| 7D | +2.5% | -3.2% | +5.7% | +0.2% |
| 30D | +4.2% | -0.3% | +4.5% | +4.1% |
| 3M | -9.3% | +8.4% | -17.7% | -3.2% |
| 6M | -30.7% | +23.0% | -53.7% | -16.9% |
| YTD | -28.1% | +25.5% | -53.6% | -12.0% |
| 1Y | -35.2% | +29.1% | -64.3% | -18.5% |
| 3Y | -79.9% | +31.7% | -111.6% | -70.8% |
| All | -86.3% | -35.8% | -50.5% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling