-24.1%
TE vs IFF
+29.0%
-53.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +0.2% | -3.2% | +3.4% | +0.7% |
| 30D | -5.9% | -0.3% | -5.6% | -5.9% |
| 3M | -45.6% | +8.4% | -54.0% | -46.2% |
| 6M | -43.4% | +23.0% | -66.4% | -44.9% |
| YTD | -31.0% | +25.5% | -56.4% | -34.1% |
| 1Y | +145.2% | +29.1% | +116.2% | +132.5% |
| 3Y | -24.1% | +31.7% | -55.7% | -43.5% |
| All | -24.1% | +29.0% | -53.0% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling