+242.8%
FFIV vs IAG
+401.0%
-158.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.1% | +1.7% | +3.7% |
| 7D | +3.5% | +1.7% | +1.8% | +3.4% |
| 30D | -1.3% | +11.4% | -12.8% | -2.0% |
| 3M | +2.4% | +33.0% | -30.7% | +0.5% |
| 6M | +41.8% | -6.0% | +47.8% | +41.5% |
| YTD | +58.5% | +24.6% | +34.0% | +55.5% |
| 1Y | +24.3% | +105.0% | -80.6% | +18.3% |
| 3Y | +152.0% | +837.9% | -685.9% | +118.5% |
| 5Y | +99.1% | +817.0% | -717.8% | +69.2% |
| 10Y | +242.8% | +425.3% | -182.6% | +195.3% |
| All | +242.8% | +401.0% | -158.2% | +195.3% |
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