+11,813.6%
ENB vs IFF
+833.5%
+10,980.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.3% |
| 7D | -0.3% | -3.0% | +2.7% | +0.4% |
| 30D | -1.1% | -0.9% | -0.2% | -0.9% |
| 3M | -8.5% | +11.8% | -20.3% | -11.2% |
| 6M | -4.5% | +16.5% | -21.1% | -9.1% |
| YTD | +9.1% | +26.5% | -17.4% | +1.7% |
| 1Y | +8.0% | +32.7% | -24.7% | -0.7% |
| 3Y | +77.8% | +32.0% | +45.8% | +60.8% |
| 5Y | +69.4% | -36.1% | +105.4% | +78.0% |
| 10Y | +100.5% | -20.1% | +120.5% | +93.6% |
| All | +11,813.6% | +833.5% | +10,980.2% | +8,065.9% |
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