-53.1%
TE vs IFF
-20.1%
-32.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +0.2% | -3.2% | +3.4% | +1.1% |
| 30D | -5.9% | -0.3% | -5.6% | -5.8% |
| 3M | -45.6% | +8.4% | -54.0% | -47.0% |
| 6M | -43.4% | +23.0% | -66.4% | -46.9% |
| YTD | -31.0% | +25.5% | -56.4% | -36.4% |
| 1Y | +145.2% | +29.1% | +116.2% | +123.4% |
| 3Y | -24.1% | +31.7% | -55.7% | -33.8% |
| 5Y | -48.1% | -35.2% | -12.9% | -45.4% |
| All | -53.1% | -20.1% | -32.9% | -51.4% |
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