+83.6%
USB vs IFF
-10.8%
+94.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -0.5% | -5.7% | +5.2% | +1.8% |
| 30D | +5.7% | -2.7% | +8.4% | +6.6% |
| 3M | -4.7% | -2.3% | -2.4% | -4.3% |
| 6M | +13.4% | +6.0% | +7.4% | +9.5% |
| YTD | +17.0% | +24.6% | -7.6% | +3.7% |
| 1Y | +32.4% | +29.4% | +3.0% | +15.2% |
| 3Y | +101.7% | +23.1% | +78.5% | +73.8% |
| 5Y | +24.4% | -37.2% | +61.6% | +41.3% |
| 10Y | +83.6% | -10.8% | +94.4% | +72.3% |
| All | +83.6% | -10.8% | +94.4% | +72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling