+98.9%
SUI vs IFF
-19.8%
+118.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.9% |
| 7D | -4.1% | -2.8% | -1.3% | -3.3% |
| 30D | -3.2% | -1.1% | -2.0% | -2.8% |
| 3M | -8.4% | +13.8% | -22.2% | -12.0% |
| 6M | -14.4% | +16.7% | -31.0% | -19.0% |
| YTD | -5.5% | +26.1% | -31.7% | -13.0% |
| 1Y | -7.3% | +33.5% | -40.9% | -16.3% |
| 3Y | +9.9% | +31.6% | -21.7% | -2.0% |
| 5Y | -31.6% | -34.9% | +3.3% | -26.6% |
| All | +98.9% | -19.8% | +118.7% | +82.3% |
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 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