+73.1%
UUUU vs IFF
+29.0%
+44.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.9% |
| 7D | -10.5% | -3.2% | -7.3% | -10.0% |
| 30D | -10.5% | -0.3% | -10.2% | -10.5% |
| 3M | -14.1% | +8.4% | -22.6% | -15.6% |
| 6M | -35.5% | +23.0% | -58.5% | -38.0% |
| YTD | -10.9% | +25.5% | -36.4% | -14.9% |
| 1Y | +3.4% | +29.1% | -25.7% | -1.7% |
| 3Y | +73.1% | +31.7% | +41.5% | +62.2% |
| All | +73.1% | +29.0% | +44.1% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling