-57.8%
UUUU vs IFF
+44.8%
-102.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.2% |
| 7D | -14.4% | -3.3% | -11.1% | -14.1% |
| 30D | -33.6% | +5.3% | -38.9% | -34.5% |
| 3M | -44.2% | +8.9% | -53.1% | -45.3% |
| 6M | -66.8% | +26.3% | -93.1% | -68.6% |
| YTD | -50.6% | +32.2% | -82.8% | -50.8% |
| 1Y | -57.8% | +45.8% | -103.5% | -56.1% |
| All | -57.8% | +44.8% | -102.6% | -56.1% |
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