-5.5%
ETN vs IFF
+44.8%
-50.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.9% | -5.0% | -9.3% |
| 7D | -10.1% | -3.3% | -6.8% | -9.8% |
| 30D | -18.4% | +5.3% | -23.7% | -19.1% |
| 3M | -20.4% | +8.9% | -29.3% | -21.6% |
| 6M | -16.0% | +26.3% | -42.3% | -19.8% |
| YTD | +11.8% | +32.2% | -20.4% | +5.4% |
| 1Y | -5.5% | +45.8% | -51.2% | -12.1% |
| All | -5.5% | +44.8% | -50.3% | -12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling