+5,138.6%
FFIV vs IFF
+288.3%
+4,850.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -2.7% | -0.3% | -2.3% | -2.7% |
| 3M | -1.7% | +18.6% | -20.2% | -9.3% |
| 6M | +36.1% | +17.4% | +18.8% | +23.8% |
| YTD | +52.6% | +28.5% | +24.2% | +32.4% |
| 1Y | +21.5% | +32.5% | -11.0% | +3.5% |
| 3Y | +142.7% | +34.1% | +108.6% | +98.6% |
| 5Y | +92.6% | -35.2% | +127.7% | +110.7% |
| 10Y | +225.5% | -21.1% | +246.6% | +198.7% |
| All | +5,138.6% | +288.3% | +4,850.3% | +1,666.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling