+1,237.3%
ENTG vs IFF
+421.8%
+815.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +2.4% |
| 7D | +8.9% | -3.0% | +12.0% | +11.1% |
| 30D | -0.8% | -0.9% | +0.1% | -0.6% |
| 3M | +6.6% | +11.8% | -5.3% | -2.5% |
| 6M | +22.1% | +16.5% | +5.5% | +7.0% |
| YTD | +70.2% | +26.5% | +43.7% | +40.4% |
| 1Y | +76.7% | +32.7% | +44.0% | +40.1% |
| 3Y | +50.5% | +32.0% | +18.5% | +18.7% |
| 5Y | +21.8% | -36.1% | +57.9% | +49.1% |
| 10Y | +811.7% | -20.1% | +831.8% | +760.4% |
| All | +1,237.3% | +421.8% | +815.6% | +285.7% |
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