+5.9%
TENB vs IFF
-20.2%
+26.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -7.1% | -2.8% | -4.3% | -6.3% |
| 30D | -15.4% | -1.1% | -14.2% | -15.1% |
| 3M | +19.5% | +13.8% | +5.7% | +14.2% |
| 6M | +54.8% | +16.7% | +38.1% | +44.1% |
| YTD | +36.1% | +26.1% | +10.0% | +22.2% |
| 1Y | +7.0% | +33.5% | -26.5% | -6.4% |
| 3Y | -27.6% | +31.6% | -59.2% | -38.3% |
| 5Y | -30.5% | -34.9% | +4.4% | -23.0% |
| All | +5.9% | -20.2% | +26.1% | -1.4% |
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