+96.3%
FFIV vs IFF
-36.2%
+132.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +1.6% | -2.8% | +4.4% | +2.2% |
| 30D | -3.7% | -1.1% | -2.6% | -3.6% |
| 3M | +2.0% | +13.8% | -11.9% | -1.6% |
| 6M | +39.3% | +16.7% | +22.6% | +32.3% |
| YTD | +56.1% | +26.1% | +30.0% | +44.1% |
| 1Y | +22.0% | +33.5% | -11.5% | +10.4% |
| 3Y | +148.2% | +31.6% | +116.6% | +118.4% |
| 5Y | +96.3% | -34.9% | +131.2% | +121.5% |
| All | +96.3% | -36.2% | +132.6% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling