+115.0%
UMC vs IFF
+44.8%
+70.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.8% |
| 7D | -14.7% | -3.3% | -11.4% | -14.5% |
| 30D | -32.9% | +5.3% | -38.2% | -33.2% |
| 3M | -22.2% | +8.9% | -31.0% | -22.9% |
| 6M | +25.9% | +26.3% | -0.4% | +19.7% |
| YTD | +107.9% | +32.2% | +75.7% | +100.1% |
| 1Y | +115.0% | +45.8% | +69.3% | +106.0% |
| All | +115.0% | +44.8% | +70.2% | +106.0% |
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