+91.7%
USB vs IFF
-18.8%
+110.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.2% |
| 7D | 0.0% | -11.2% | +11.2% | +4.6% |
| 30D | +5.8% | -1.8% | +7.6% | +6.3% |
| 3M | -6.0% | -1.8% | -4.1% | -5.7% |
| 6M | +7.8% | +0.6% | +7.1% | +6.2% |
| YTD | +14.6% | +24.6% | -10.0% | +1.7% |
| 1Y | +31.8% | +34.4% | -2.6% | +12.9% |
| 3Y | +91.5% | +22.1% | +69.5% | +66.0% |
| 5Y | +22.0% | -34.3% | +56.3% | +35.0% |
| All | +91.7% | -18.8% | +110.5% | +77.9% |
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