+36.6%
FFIV vs IAG
+56.5%
-19.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.2% | -10.7% | -1.1% |
| 7D | -9.8% | +1.1% | -10.9% | -9.9% |
| 30D | -28.1% | -5.3% | -22.8% | -27.9% |
| 3M | -20.0% | +18.0% | -38.1% | -21.1% |
| 6M | -0.1% | +7.1% | -7.2% | -0.9% |
| YTD | +29.2% | +5.9% | +23.2% | +30.3% |
| 1Y | +36.6% | +59.4% | -22.8% | +34.0% |
| All | +36.6% | +56.5% | -19.9% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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