+92.6%
FFIV vs IAG
+766.8%
-674.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | -1.5% | +4.3% | -5.8% | -1.9% |
| 30D | -2.7% | +9.8% | -12.4% | -3.5% |
| 3M | -1.7% | +28.9% | -30.6% | -4.1% |
| 6M | +36.1% | -7.6% | +43.7% | +36.0% |
| YTD | +52.6% | +22.0% | +30.7% | +48.5% |
| 1Y | +21.5% | +99.5% | -78.0% | +12.8% |
| 3Y | +142.7% | +818.3% | -675.6% | +91.9% |
| 5Y | +92.6% | +785.9% | -693.3% | +49.0% |
| All | +92.6% | +766.8% | -674.2% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling