+148.0%
FFIV vs IFF
+29.7%
+118.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +1.6% | -2.8% | +4.4% | +1.9% |
| 30D | -3.7% | -1.1% | -2.6% | -3.7% |
| 3M | +2.0% | +13.8% | -11.9% | 0.0% |
| 6M | +39.3% | +16.7% | +22.6% | +35.3% |
| YTD | +56.1% | +26.1% | +30.0% | +48.1% |
| 1Y | +22.0% | +33.5% | -11.5% | +13.9% |
| All | +148.0% | +29.7% | +118.4% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling