+4,349.8%
FFIV vs IAG
+377.5%
+3,972.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | -5.1% | +28.9% | -34.0% | -7.1% |
| 3M | -4.5% | +19.1% | -23.6% | -6.2% |
| 6M | +36.5% | -10.3% | +46.7% | +36.5% |
| YTD | +53.0% | +24.2% | +28.8% | +48.6% |
| 1Y | +24.2% | +116.5% | -92.3% | +15.0% |
| 3Y | +137.2% | +742.8% | -605.6% | +92.8% |
| 5Y | +91.8% | +753.3% | -661.6% | +51.2% |
| 10Y | +215.2% | +403.2% | -188.0% | +142.8% |
| All | +4,349.8% | +377.5% | +3,972.3% | +3,120.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling