+207.2%
UMC vs IFF
+34.4%
+172.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +5.0% | -1.8% | +6.8% | +5.1% |
| 30D | +7.7% | -2.0% | +9.6% | +7.9% |
| 3M | +1.7% | +18.5% | -16.9% | -1.8% |
| 6M | +113.9% | +11.7% | +102.2% | +106.0% |
| YTD | +168.9% | +29.6% | +139.3% | +157.7% |
| 1Y | +207.2% | +35.0% | +172.2% | +188.8% |
| All | +207.2% | +34.4% | +172.8% | +188.8% |
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