+338.3%
SU vs IFF
-35.8%
+374.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +2.2% | -3.2% | +5.4% | +2.6% |
| 30D | +8.4% | -0.3% | +8.7% | +8.4% |
| 3M | +12.1% | +8.4% | +3.6% | +10.8% |
| 6M | +19.7% | +23.0% | -3.4% | +15.0% |
| YTD | +58.4% | +25.5% | +32.9% | +51.1% |
| 1Y | +67.2% | +29.1% | +38.2% | +58.2% |
| 3Y | +125.0% | +31.7% | +93.4% | +108.2% |
| All | +338.3% | -35.8% | +374.1% | +356.3% |
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