+1,135.8%
URI vs IFF
-12.5%
+1,148.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.8% |
| 7D | +6.7% | -1.8% | +8.5% | +7.7% |
| 30D | +8.9% | -9.4% | +18.3% | +14.4% |
| 3M | +0.5% | -3.0% | +3.5% | +1.6% |
| 6M | +20.7% | +5.8% | +14.9% | +15.0% |
| YTD | +40.0% | +22.4% | +17.7% | +21.2% |
| 1Y | +34.4% | +23.0% | +11.4% | +15.7% |
| 3Y | +149.5% | +21.8% | +127.7% | +107.1% |
| 5Y | +205.6% | -39.2% | +244.8% | +275.2% |
| All | +1,135.8% | -12.5% | +1,148.3% | +1,134.0% |
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 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