+242.5%
ET vs IFF
-35.8%
+278.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | +0.2% | -3.2% | +3.4% | +0.6% |
| 30D | +2.9% | -0.3% | +3.2% | +2.9% |
| 3M | +16.8% | +8.4% | +8.4% | +15.4% |
| 6M | +18.9% | +23.0% | -4.2% | +14.8% |
| YTD | +37.7% | +25.5% | +12.2% | +32.2% |
| 1Y | +32.4% | +29.1% | +3.4% | +26.3% |
| 3Y | +99.5% | +31.7% | +67.8% | +86.1% |
| All | +242.5% | -35.8% | +278.3% | +251.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling