-49.8%
USAR vs IFF
+44.8%
-94.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -1.0% | -4.8% |
| 7D | -21.8% | -3.3% | -18.5% | -21.2% |
| 30D | -39.9% | +5.3% | -45.2% | -41.0% |
| 3M | -52.5% | +8.9% | -61.4% | -53.7% |
| 6M | -67.9% | +26.3% | -94.3% | -69.8% |
| YTD | -31.1% | +32.2% | -63.3% | -33.4% |
| 1Y | -49.8% | +45.8% | -95.6% | -50.0% |
| All | -49.8% | +44.8% | -94.7% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling