+126.6%
FFIV vs IBN
+368.7%
-242.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +1.8% |
| 7D | -2.1% | +14.6% | -16.7% | -5.4% |
| 30D | -33.8% | +23.5% | -57.3% | -37.3% |
| 3M | -20.6% | +14.0% | -34.6% | -23.3% |
| 6M | -10.2% | +31.1% | -41.4% | -16.5% |
| YTD | +24.5% | +16.6% | +7.9% | +19.0% |
| 1Y | +29.3% | +14.9% | +14.4% | +24.1% |
| 3Y | +103.8% | +56.9% | +46.9% | +78.5% |
| 5Y | +40.9% | +69.7% | -28.8% | +20.2% |
| 10Y | +126.6% | +365.4% | -238.8% | +56.4% |
| All | +126.6% | +368.7% | -242.1% | +56.4% |
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