-6.1%
SUNB vs IFF
+6.7%
-12.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.1% | +4.0% |
| 7D | -6.3% | -1.8% | -4.5% | -5.9% |
| 30D | -14.2% | -2.0% | -12.2% | -13.8% |
| 3M | -14.7% | +18.5% | -33.3% | -19.2% |
| 6M | -7.9% | +11.7% | -19.6% | -12.7% |
| All | -6.1% | +6.7% | -12.8% | -10.5% |
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 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