+53.0%
USAR vs IFF
+29.0%
+24.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | -11.6% | -3.2% | -8.5% | -11.6% |
| 30D | -15.5% | -0.3% | -15.2% | -15.5% |
| 3M | -31.0% | +8.4% | -39.5% | -31.0% |
| 6M | -26.2% | +23.0% | -49.3% | -25.7% |
| YTD | +30.8% | +25.5% | +5.3% | +32.4% |
| 1Y | +7.1% | +29.1% | -22.0% | +9.6% |
| 3Y | +53.0% | +31.7% | +21.3% | +58.3% |
| All | +53.0% | +29.0% | +24.0% | +58.3% |
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