+103.8%
FFIV vs IAG
+755.2%
-651.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.8% | -3.5% | +1.8% |
| 7D | -2.1% | +24.0% | -26.1% | -3.7% |
| 30D | -33.8% | +5.5% | -39.3% | -34.1% |
| 3M | -20.6% | +8.3% | -28.9% | -21.3% |
| 6M | -10.2% | +6.1% | -16.3% | -11.1% |
| YTD | +24.5% | +20.3% | +4.2% | +21.5% |
| 1Y | +29.3% | +56.5% | -27.2% | +23.5% |
| 3Y | +103.8% | +762.6% | -658.8% | +68.3% |
| All | +103.8% | +755.2% | -651.4% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling