+32.6%
USB vs IFF
+36.7%
-4.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | +1.4% | -9.8% | +11.2% | +2.5% |
| 30D | +6.4% | -1.6% | +8.1% | +6.5% |
| 3M | -4.5% | -1.8% | -2.7% | -4.4% |
| 6M | +11.4% | +3.6% | +7.7% | +10.5% |
| YTD | +17.1% | +25.4% | -8.3% | +12.2% |
| 1Y | +32.6% | +35.4% | -2.8% | +25.5% |
| All | +32.6% | +36.7% | -4.1% | +25.5% |
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