+95.0%
URA vs IFF
-35.8%
+130.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.1% |
| 7D | -5.5% | -3.2% | -2.3% | -4.6% |
| 30D | -3.7% | -0.3% | -3.4% | -3.6% |
| 3M | -2.9% | +8.4% | -11.3% | -5.6% |
| 6M | -15.2% | +23.0% | -38.3% | -20.8% |
| YTD | +1.9% | +25.5% | -23.6% | -5.8% |
| 1Y | +6.9% | +29.1% | -22.1% | -2.4% |
| 3Y | +99.6% | +31.7% | +68.0% | +74.8% |
| All | +95.0% | -35.8% | +130.8% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling