+156.3%
UMAC vs IFF
+34.4%
+121.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -2.9% | -3.1% |
| 7D | -0.9% | -1.8% | +0.9% | -0.9% |
| 30D | -7.7% | -2.0% | -5.7% | -7.6% |
| 3M | -26.4% | +18.5% | -45.0% | -26.3% |
| 6M | +61.9% | +11.7% | +50.2% | +56.7% |
| YTD | +86.5% | +29.6% | +56.9% | +86.7% |
| 1Y | +156.3% | +35.0% | +121.4% | +151.2% |
| All | +156.3% | +34.4% | +121.9% | +151.2% |
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 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