+1,186.2%
URI vs IFF
-19.8%
+1,206.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.5% | -3.7% |
| 7D | -0.5% | -2.8% | +2.3% | +0.9% |
| 30D | -13.4% | -1.1% | -12.2% | -13.0% |
| 3M | -6.2% | +13.8% | -20.0% | -13.4% |
| 6M | +28.0% | +16.7% | +11.3% | +14.6% |
| YTD | +23.0% | +26.1% | -3.2% | +5.4% |
| 1Y | +5.5% | +33.5% | -28.0% | -12.9% |
| 3Y | +119.2% | +31.6% | +87.6% | +74.8% |
| 5Y | +201.0% | -34.9% | +235.9% | +252.5% |
| All | +1,186.2% | -19.8% | +1,206.0% | +1,203.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling