+4,013.2%
SUI vs IFF
+394.4%
+3,618.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -2.4% | -5.7% | +3.3% | -0.6% |
| 30D | +3.3% | -2.7% | +6.1% | +4.1% |
| 3M | +0.7% | -2.3% | +3.0% | +1.2% |
| 6M | -4.1% | +6.0% | -10.1% | -6.6% |
| YTD | -1.8% | +24.6% | -26.4% | -10.5% |
| 1Y | -4.1% | +29.4% | -33.4% | -13.7% |
| 3Y | +17.4% | +23.1% | -5.7% | +5.4% |
| 5Y | -27.0% | -37.2% | +10.2% | -20.3% |
| 10Y | +121.2% | -10.8% | +132.0% | +102.0% |
| All | +4,013.2% | +394.4% | +3,618.8% | +2,212.8% |
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