-33.9%
TENB vs IFF
+29.0%
-62.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.9% |
| 7D | -12.1% | -3.2% | -8.9% | -11.6% |
| 30D | -18.6% | -0.3% | -18.3% | -18.6% |
| 3M | +12.1% | +8.4% | +3.6% | +10.5% |
| 6M | +46.8% | +23.0% | +23.8% | +40.4% |
| YTD | +28.0% | +25.5% | +2.5% | +20.7% |
| 1Y | -1.4% | +29.1% | -30.5% | -7.9% |
| 3Y | -33.9% | +31.7% | -65.6% | -41.8% |
| All | -33.9% | +29.0% | -62.9% | -41.8% |
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