+262.2%
UMC vs IFF
+29.0%
+233.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.5% |
| 7D | +9.0% | -3.2% | +12.2% | +9.7% |
| 30D | +17.2% | -0.3% | +17.5% | +17.2% |
| 3M | +11.4% | +8.4% | +3.0% | +8.5% |
| 6M | +137.5% | +23.0% | +114.5% | +122.7% |
| YTD | +193.1% | +25.5% | +167.6% | +172.9% |
| 1Y | +240.3% | +29.1% | +211.2% | +213.7% |
| 3Y | +262.2% | +31.7% | +230.5% | +224.2% |
| All | +262.2% | +29.0% | +233.2% | +224.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling