+212.4%
URI vs IFF
-35.9%
+248.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.9% |
| 7D | +5.0% | -3.0% | +8.0% | +6.2% |
| 30D | -9.4% | -0.9% | -8.5% | -9.2% |
| 3M | -5.8% | +11.8% | -17.7% | -10.8% |
| 6M | +25.8% | +16.5% | +9.3% | +15.7% |
| YTD | +27.9% | +26.5% | +1.4% | +13.3% |
| 1Y | +9.7% | +32.7% | -23.0% | -5.3% |
| 3Y | +128.0% | +32.0% | +96.0% | +90.1% |
| 5Y | +212.4% | -36.1% | +248.5% | +264.1% |
| All | +212.4% | -35.9% | +248.3% | +264.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling