+125.0%
URI vs IFF
+33.6%
+91.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | +2.5% | -0.2% | +2.7% | +2.6% |
| 30D | -12.5% | -0.3% | -12.2% | -12.5% |
| 3M | -6.2% | +18.6% | -24.7% | -12.0% |
| 6M | +25.9% | +17.4% | +8.5% | +17.3% |
| YTD | +26.2% | +28.5% | -2.3% | +13.4% |
| 1Y | +5.5% | +32.5% | -27.0% | -6.7% |
| 3Y | +125.0% | +34.1% | +90.9% | +84.4% |
| All | +125.0% | +33.6% | +91.4% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling