+2,580.5%
UL vs IFF
+833.5%
+1,747.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.2% |
| 7D | -3.2% | -3.0% | -0.2% | -2.4% |
| 30D | -0.6% | -0.9% | +0.3% | -0.3% |
| 3M | +9.4% | +11.8% | -2.4% | +5.8% |
| 6M | -4.1% | +16.5% | -20.7% | -8.9% |
| YTD | -2.0% | +26.5% | -28.5% | -9.1% |
| 1Y | -9.0% | +32.7% | -41.7% | -16.8% |
| 3Y | +21.8% | +32.0% | -10.2% | +9.1% |
| 5Y | +20.6% | -36.1% | +56.7% | +28.8% |
| 10Y | +67.7% | -20.1% | +87.8% | +58.2% |
| All | +2,580.5% | +833.5% | +1,747.0% | +1,012.2% |
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