+2,775.1%
UDR vs IFF
+825.7%
+1,949.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -3.5% | -3.2% | -0.3% | -2.3% |
| 30D | -5.3% | -0.3% | -5.0% | -5.2% |
| 3M | -9.5% | +8.4% | -18.0% | -12.7% |
| 6M | -0.7% | +23.0% | -23.7% | -9.7% |
| YTD | -1.2% | +25.5% | -26.6% | -11.2% |
| 1Y | -5.7% | +29.1% | -34.8% | -16.5% |
| 3Y | +3.7% | +31.7% | -27.9% | -10.7% |
| 5Y | -18.9% | -35.2% | +16.3% | -11.7% |
| 10Y | +46.7% | -20.7% | +67.4% | +39.7% |
| All | +2,775.1% | +825.7% | +1,949.4% | +1,169.7% |
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