+25.7%
USB vs IFF
-39.2%
+64.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +2.6% | -1.8% | +4.4% | +3.1% |
| 30D | +8.4% | -9.4% | +17.8% | +11.4% |
| 3M | -5.5% | -3.0% | -2.5% | -5.0% |
| 6M | +17.7% | +5.8% | +11.9% | +14.7% |
| YTD | +17.6% | +22.4% | -4.8% | +7.8% |
| 1Y | +33.9% | +23.0% | +10.8% | +22.4% |
| 3Y | +103.8% | +21.8% | +82.1% | +81.8% |
| All | +25.7% | -39.2% | +64.8% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling