+20,672.1%
ETN vs IFF
+825.7%
+19,846.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +3.5% | -3.2% | +6.7% | +5.0% |
| 30D | -7.5% | -0.3% | -7.2% | -7.5% |
| 3M | +8.3% | +8.4% | -0.1% | +3.5% |
| 6M | +20.2% | +23.0% | -2.9% | +7.4% |
| YTD | +34.7% | +25.5% | +9.2% | +18.7% |
| 1Y | +19.4% | +29.1% | -9.6% | +3.4% |
| 3Y | +85.5% | +31.7% | +53.9% | +53.6% |
| 5Y | +186.6% | -35.2% | +221.8% | +214.5% |
| 10Y | +724.7% | -20.7% | +745.4% | +683.2% |
| All | +20,672.1% | +825.7% | +19,846.4% | +6,847.0% |
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 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