+68.5%
ENB vs IFF
+29.0%
+39.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -4.7% | -3.2% | -1.5% | -4.5% |
| 30D | -5.9% | -0.3% | -5.6% | -5.9% |
| 3M | -14.2% | +8.4% | -22.7% | -14.9% |
| 6M | -8.6% | +23.0% | -31.6% | -10.8% |
| YTD | +3.9% | +25.5% | -21.6% | +1.0% |
| 1Y | +1.8% | +29.1% | -27.3% | -1.5% |
| 3Y | +68.5% | +31.7% | +36.8% | +58.1% |
| All | +68.5% | +29.0% | +39.5% | +58.1% |
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 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