+12.5%
SUI vs IFF
+33.6%
-21.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -2.3% | -0.3% | -2.0% | -2.2% |
| 3M | -2.8% | +18.6% | -21.4% | -7.1% |
| 6M | -12.4% | +17.4% | -29.7% | -16.5% |
| YTD | -3.3% | +28.5% | -31.8% | -10.6% |
| 1Y | -5.8% | +32.5% | -38.3% | -14.0% |
| 3Y | +12.5% | +34.1% | -21.6% | -2.0% |
| All | +12.5% | +33.6% | -21.1% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling