+4,012.0%
SUI vs IFF
+414.1%
+3,597.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.8% | -1.8% | -1.0% | -2.3% |
| 30D | -1.2% | -2.0% | +0.8% | -0.6% |
| 3M | -1.7% | +18.5% | -20.3% | -7.5% |
| 6M | -10.5% | +11.7% | -22.1% | -14.9% |
| YTD | -1.8% | +29.6% | -31.4% | -11.4% |
| 1Y | -4.1% | +35.0% | -39.0% | -14.9% |
| 3Y | +11.3% | +32.3% | -21.0% | -2.5% |
| 5Y | -32.1% | -34.6% | +2.5% | -26.8% |
| 10Y | +110.4% | -20.6% | +131.1% | +100.5% |
| All | +4,012.0% | +414.1% | +3,597.9% | +2,187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling