+190.4%
ETN vs IFF
-35.8%
+226.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | +3.5% | -3.2% | +6.7% | +4.4% |
| 30D | -7.5% | -0.3% | -7.2% | -7.5% |
| 3M | +8.3% | +8.4% | -0.1% | +5.5% |
| 6M | +20.2% | +23.0% | -2.9% | +12.5% |
| YTD | +34.7% | +25.5% | +9.2% | +25.0% |
| 1Y | +19.4% | +29.1% | -9.6% | +9.6% |
| 3Y | +85.5% | +31.7% | +53.9% | +64.5% |
| All | +190.4% | -35.8% | +226.2% | +223.0% |
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