-52.3%
URA vs IFF
+117.3%
-169.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -1.5% | -1.8% | +0.2% | -0.8% |
| 30D | -10.4% | -9.4% | -1.0% | -7.1% |
| 3M | -29.6% | -3.0% | -26.6% | -29.2% |
| 6M | -40.3% | +5.8% | -46.1% | -42.4% |
| YTD | -25.5% | +22.4% | -47.8% | -33.1% |
| 1Y | -26.4% | +23.0% | -49.5% | -34.3% |
| 3Y | +31.4% | +21.8% | +9.7% | +13.4% |
| 5Y | +28.6% | -39.2% | +67.8% | +48.2% |
| 10Y | +260.9% | -12.4% | +273.3% | +206.2% |
| All | -52.3% | +117.3% | -169.6% | -85.3% |
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