+265.2%
SU vs IFF
-20.3%
+285.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.2% | -3.2% | +5.4% | +3.0% |
| 30D | +8.4% | -0.3% | +8.7% | +8.4% |
| 3M | +12.1% | +8.4% | +3.6% | +9.1% |
| 6M | +19.7% | +23.0% | -3.4% | +10.5% |
| YTD | +58.4% | +25.5% | +32.9% | +44.7% |
| 1Y | +67.2% | +29.1% | +38.2% | +50.9% |
| 3Y | +125.0% | +31.7% | +93.4% | +96.0% |
| 5Y | +355.1% | -35.2% | +390.3% | +391.1% |
| All | +265.2% | -20.3% | +285.4% | +249.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling