+31.8%
FFIV vs IRE
-98.1%
+129.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.8% | +15.7% | +0.4% |
| 7D | -4.2% | -41.9% | +37.7% | -2.9% |
| 30D | -33.9% | -75.1% | +41.2% | -31.6% |
| 3M | -22.6% | -82.4% | +59.8% | -19.5% |
| 6M | -10.4% | -95.5% | +85.2% | -4.7% |
| YTD | +24.3% | -93.1% | +117.4% | +27.6% |
| 1Y | +31.8% | -97.8% | +129.6% | +37.5% |
| All | +31.8% | -98.1% | +129.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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