+829.7%
FFIV vs IBN
+1,532.9%
-703.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.3% |
| 30D | -5.1% | -0.3% | -4.7% | -5.0% |
| 3M | -4.5% | +17.1% | -21.6% | -8.3% |
| 6M | +36.5% | +3.4% | +33.1% | +34.8% |
| YTD | +53.0% | +2.5% | +50.4% | +51.3% |
| 1Y | +24.2% | -4.2% | +28.4% | +24.8% |
| 3Y | +137.2% | +32.4% | +104.8% | +117.6% |
| 5Y | +91.8% | +59.2% | +32.6% | +67.1% |
| 10Y | +215.2% | +345.7% | -130.5% | +97.8% |
| All | +829.7% | +1,532.9% | -703.2% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling