-92.5%
UUUU vs IFF
+185.5%
-278.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.3% | -6.0% | -6.2% |
| 7D | -5.0% | -2.8% | -2.2% | -3.6% |
| 30D | -7.8% | -1.1% | -6.7% | -7.2% |
| 3M | -0.4% | +13.8% | -14.3% | -7.9% |
| 6M | -32.9% | +16.7% | -49.6% | -39.2% |
| YTD | -6.3% | +26.1% | -32.4% | -19.3% |
| 1Y | +7.9% | +33.5% | -25.6% | -11.3% |
| 3Y | +85.2% | +31.6% | +53.6% | +45.4% |
| 5Y | +97.0% | -34.9% | +131.8% | +125.5% |
| 10Y | +492.6% | -20.3% | +512.9% | +471.7% |
| All | -92.5% | +185.5% | -278.0% | -95.7% |
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