-0.5%
TENB vs IFF
-20.6%
+20.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | -12.1% | -3.2% | -8.9% | -11.1% |
| 30D | -18.6% | -0.3% | -18.3% | -18.6% |
| 3M | +12.1% | +8.4% | +3.6% | +8.8% |
| 6M | +46.8% | +23.0% | +23.8% | +34.1% |
| YTD | +28.0% | +25.5% | +2.5% | +15.1% |
| 1Y | -1.4% | +29.1% | -30.5% | -12.6% |
| 3Y | -33.9% | +31.7% | -65.6% | -43.8% |
| 5Y | -34.6% | -35.2% | +0.6% | -27.5% |
| All | -0.5% | -20.6% | +20.2% | -7.1% |
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