+126.9%
FFIV vs IAG
+336.8%
-209.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.5% | +0.2% |
| 7D | -4.2% | +16.8% | -21.0% | -5.1% |
| 30D | -33.9% | -1.5% | -32.4% | -33.9% |
| 3M | -22.6% | +0.5% | -23.1% | -22.8% |
| 6M | -10.4% | -1.0% | -9.4% | -10.8% |
| YTD | +24.3% | +12.3% | +12.0% | +22.4% |
| 1Y | +31.8% | +39.2% | -7.5% | +28.1% |
| 3Y | +99.5% | +712.3% | -612.8% | +73.3% |
| 5Y | +40.7% | +484.2% | -443.5% | +20.4% |
| 10Y | +126.9% | +382.3% | -255.4% | +93.9% |
| All | +126.9% | +336.8% | -209.9% | +93.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling