+8,438.8%
USB vs IFF
+856.0%
+7,582.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | -1.8% | +3.3% | +2.2% |
| 30D | -1.3% | -2.0% | +0.6% | -0.6% |
| 3M | +15.2% | +18.5% | -3.3% | +6.4% |
| 6M | +18.8% | +11.7% | +7.2% | +10.9% |
| YTD | +21.0% | +29.6% | -8.6% | +5.3% |
| 1Y | +34.0% | +35.0% | -0.9% | +14.1% |
| 3Y | +95.3% | +32.3% | +63.0% | +63.7% |
| 5Y | +40.4% | -34.6% | +74.9% | +53.9% |
| 10Y | +107.3% | -20.6% | +127.9% | +99.2% |
| All | +8,438.8% | +856.0% | +7,582.8% | +3,118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling