+290.1%
ETR vs IFF
-20.3%
+310.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.8% | -3.2% | +1.4% | -1.1% |
| 30D | -1.8% | -0.3% | -1.5% | -1.7% |
| 3M | -3.6% | +8.4% | -12.0% | -5.8% |
| 6M | +2.6% | +23.0% | -20.4% | -3.8% |
| YTD | +16.0% | +25.5% | -9.4% | +8.0% |
| 1Y | +20.1% | +29.1% | -8.9% | +10.7% |
| 3Y | +143.6% | +31.7% | +111.9% | +117.9% |
| 5Y | +124.4% | -35.2% | +159.6% | +139.8% |
| All | +290.1% | -20.3% | +310.3% | +253.1% |
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