+265.9%
UMC vs IFF
+538.2%
-272.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +11.4% | -2.8% | +14.2% | +12.8% |
| 30D | +16.8% | -1.1% | +17.9% | +17.2% |
| 3M | +19.1% | +13.8% | +5.3% | +9.9% |
| 6M | +137.4% | +16.7% | +120.8% | +113.7% |
| YTD | +186.4% | +26.1% | +160.3% | +146.8% |
| 1Y | +229.1% | +33.5% | +195.6% | +173.7% |
| 3Y | +257.9% | +31.6% | +226.3% | +187.9% |
| 5Y | +137.5% | -34.9% | +172.4% | +164.4% |
| 10Y | +1,808.2% | -20.3% | +1,828.5% | +1,565.5% |
| All | +265.9% | +538.2% | -272.3% | -13.4% |
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