+4,046.9%
SUI vs IFF
+397.5%
+3,649.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.1% |
| 7D | +3.4% | -9.8% | +13.2% | +6.8% |
| 30D | +4.6% | -1.6% | +6.2% | +5.0% |
| 3M | +1.6% | -1.8% | +3.4% | +2.0% |
| 6M | -3.5% | +3.6% | -7.1% | -5.3% |
| YTD | -1.0% | +25.4% | -26.4% | -9.9% |
| 1Y | -1.7% | +35.4% | -37.2% | -13.0% |
| 3Y | +18.4% | +23.9% | -5.5% | +6.0% |
| 5Y | -26.3% | -37.1% | +10.8% | -19.5% |
| 10Y | +123.3% | -10.3% | +133.6% | +103.6% |
| All | +4,046.9% | +397.5% | +3,649.5% | +2,227.1% |
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 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