+230.0%
FFIV vs IBN
+319.4%
-89.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.4% |
| 7D | -1.5% | -2.2% | +0.6% | -1.0% |
| 30D | -2.7% | -2.3% | -0.4% | -2.1% |
| 3M | -1.7% | +15.9% | -17.5% | -5.3% |
| 6M | +36.1% | +5.6% | +30.5% | +33.9% |
| YTD | +52.6% | -0.1% | +52.7% | +52.0% |
| 1Y | +21.5% | -6.5% | +28.1% | +22.9% |
| 3Y | +142.7% | +29.3% | +113.4% | +123.9% |
| 5Y | +92.6% | +56.6% | +36.0% | +68.5% |
| All | +230.0% | +319.4% | -89.4% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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