-31.0%
URA vs IFF
+130.1%
-161.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.1% | -1.8% | +2.9% | +1.8% |
| 30D | +7.4% | -2.0% | +9.3% | +8.2% |
| 3M | -8.4% | +18.5% | -26.9% | -15.2% |
| 6M | -12.7% | +11.7% | -24.4% | -17.6% |
| YTD | +7.8% | +29.6% | -21.8% | -4.9% |
| 1Y | +19.5% | +35.0% | -15.5% | +2.7% |
| 3Y | +116.4% | +32.3% | +84.2% | +80.7% |
| 5Y | +134.3% | -34.6% | +168.8% | +162.4% |
| 10Y | +359.3% | -20.6% | +379.9% | +323.9% |
| All | -31.0% | +130.1% | -161.1% | -79.2% |
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 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