+468.0%
UUUU vs IFF
-20.3%
+488.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.7% |
| 7D | -10.5% | -3.2% | -7.3% | -9.2% |
| 30D | -10.5% | -0.3% | -10.2% | -10.3% |
| 3M | -14.1% | +8.4% | -22.6% | -18.2% |
| 6M | -35.5% | +23.0% | -58.5% | -42.3% |
| YTD | -10.9% | +25.5% | -36.4% | -22.0% |
| 1Y | +3.4% | +29.1% | -25.7% | -11.9% |
| 3Y | +73.1% | +31.7% | +41.5% | +38.0% |
| 5Y | +87.1% | -35.2% | +122.4% | +120.0% |
| All | +468.0% | -20.3% | +488.2% | +448.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling