+6,893.4%
URI vs IFF
+248.8%
+6,644.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -2.0% | -1.8% | -0.2% | -0.9% |
| 30D | -12.9% | -2.0% | -11.0% | -12.1% |
| 3M | -6.7% | +18.5% | -25.3% | -17.2% |
| 6M | +19.0% | +11.7% | +7.3% | +7.4% |
| YTD | +25.5% | +29.6% | -4.0% | +3.2% |
| 1Y | +5.5% | +35.0% | -29.4% | -16.1% |
| 3Y | +111.3% | +32.3% | +79.0% | +63.2% |
| 5Y | +198.6% | -34.6% | +233.1% | +244.0% |
| 10Y | +1,179.9% | -20.6% | +1,200.5% | +1,136.4% |
| All | +6,893.4% | +248.8% | +6,644.7% | +2,754.7% |
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