+173.8%
ET vs IFF
-20.3%
+194.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.2% | -3.2% | +3.4% | +1.0% |
| 30D | +2.9% | -0.3% | +3.2% | +2.9% |
| 3M | +16.8% | +8.4% | +8.4% | +13.8% |
| 6M | +18.9% | +23.0% | -4.2% | +10.5% |
| YTD | +37.7% | +25.5% | +12.2% | +26.7% |
| 1Y | +32.4% | +29.1% | +3.4% | +20.4% |
| 3Y | +99.5% | +31.7% | +67.8% | +74.6% |
| 5Y | +244.0% | -35.2% | +279.2% | +272.7% |
| All | +173.8% | -20.3% | +194.0% | +167.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling