-7.7%
SUI vs IFF
+31.7%
-39.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.2% | -1.1% |
| 7D | -4.3% | -3.0% | -1.3% | -3.8% |
| 30D | -2.1% | -0.9% | -1.2% | -2.0% |
| 3M | -6.1% | +11.8% | -17.9% | -7.9% |
| 6M | -12.8% | +16.5% | -29.3% | -15.1% |
| YTD | -4.6% | +26.5% | -31.1% | -9.4% |
| 1Y | -7.7% | +32.7% | -40.4% | -13.1% |
| All | -7.7% | +31.7% | -39.4% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling