-37.6%
TENB vs IFF
-35.8%
-1.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -5.8% |
| 7D | -12.1% | -3.2% | -8.9% | -11.2% |
| 30D | -18.6% | -0.3% | -18.3% | -18.6% |
| 3M | +12.1% | +8.4% | +3.6% | +9.2% |
| 6M | +46.8% | +23.0% | +23.8% | +35.3% |
| YTD | +28.0% | +25.5% | +2.5% | +16.1% |
| 1Y | -1.4% | +29.1% | -30.5% | -11.8% |
| 3Y | -33.9% | +31.7% | -65.6% | -43.9% |
| All | -37.6% | -35.8% | -1.8% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling