+68.7%
TENB vs IFF
+44.8%
+23.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +0.5% |
| 7D | -2.8% | -3.3% | +0.5% | -3.0% |
| 30D | +22.9% | +5.3% | +17.6% | +23.0% |
| 3M | +31.7% | +8.9% | +22.8% | +32.0% |
| 6M | +127.3% | +26.3% | +100.9% | +131.0% |
| YTD | +101.2% | +32.2% | +69.0% | +102.0% |
| 1Y | +68.7% | +45.8% | +23.0% | +68.6% |
| All | +68.7% | +44.8% | +23.9% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling