+79.8%
USB vs IFF
-13.3%
+93.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +0.7% |
| 7D | +1.2% | -6.9% | +8.1% | +4.0% |
| 30D | +6.3% | -8.9% | +15.2% | +10.0% |
| 3M | -6.1% | -3.7% | -2.4% | -5.2% |
| 6M | +13.0% | +3.5% | +9.5% | +10.1% |
| YTD | +16.6% | +21.2% | -4.6% | +4.4% |
| 1Y | +31.1% | +25.6% | +5.5% | +15.4% |
| 3Y | +100.9% | +19.7% | +81.2% | +75.0% |
| 5Y | +24.5% | -39.8% | +64.4% | +44.1% |
| All | +79.8% | -13.3% | +93.1% | +70.0% |
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 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