-100.0%
SPXU vs IFF
+287.1%
-387.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -3.0% |
| 7D | +2.5% | -3.2% | +5.7% | -1.0% |
| 30D | +4.2% | -0.3% | +4.5% | +4.0% |
| 3M | -9.3% | +8.4% | -17.7% | -0.4% |
| 6M | -30.7% | +23.0% | -53.7% | -10.4% |
| YTD | -28.1% | +25.5% | -53.6% | -5.0% |
| 1Y | -35.2% | +29.1% | -64.3% | -11.2% |
| 3Y | -79.9% | +31.7% | -111.6% | -68.0% |
| 5Y | -86.4% | -35.2% | -51.2% | -88.8% |
| 10Y | -99.5% | -20.7% | -78.8% | -99.1% |
| All | -100.0% | +287.1% | -387.1% | -99.4% |
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