+36.6%
FFIV vs IFF
+44.8%
-8.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | -0.7% |
| 7D | -9.8% | -3.3% | -6.5% | -10.0% |
| 30D | -28.1% | +5.3% | -33.4% | -27.7% |
| 3M | -20.0% | +8.9% | -28.9% | -19.4% |
| 6M | -0.1% | +26.3% | -26.4% | +1.8% |
| YTD | +29.2% | +32.2% | -3.0% | +29.0% |
| 1Y | +36.6% | +45.8% | -9.2% | +33.3% |
| All | +36.6% | +44.8% | -8.2% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling