+7,985.7%
USB vs IFF
+819.1%
+7,166.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +1.3% |
| 7D | 0.0% | -11.2% | +11.2% | +5.0% |
| 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% | +6.0% |
| YTD | +14.6% | +24.6% | -10.0% | +1.0% |
| 1Y | +31.8% | +34.4% | -2.6% | +12.1% |
| 3Y | +91.5% | +22.1% | +69.5% | +65.8% |
| 5Y | +22.0% | -34.3% | +56.3% | +33.3% |
| 10Y | +96.1% | -17.9% | +114.0% | +85.1% |
| All | +7,985.7% | +819.1% | +7,166.7% | +2,986.7% |
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