+72.4%
UBER vs IFF
-25.6%
+98.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -5.4% | -3.2% | -2.2% | -4.2% |
| 30D | -4.9% | -0.3% | -4.6% | -4.7% |
| 3M | +3.0% | +8.4% | -5.4% | -0.7% |
| 6M | -4.4% | +23.0% | -27.4% | -13.0% |
| YTD | -12.3% | +25.5% | -37.7% | -21.5% |
| 1Y | -24.3% | +29.1% | -53.4% | -33.5% |
| 3Y | +46.4% | +31.7% | +14.8% | +23.0% |
| 5Y | +79.7% | -35.2% | +114.9% | +105.7% |
| All | +72.4% | -25.6% | +98.0% | +64.1% |
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