+3.9%
FFIV vs IRE
-97.2%
+101.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +39.6% | -39.9% | -1.6% |
| 7D | -8.1% | -27.2% | +19.0% | -7.7% |
| 30D | -33.4% | -75.1% | +41.7% | -31.2% |
| 3M | -24.7% | -77.9% | +53.1% | -22.4% |
| 6M | -8.8% | -94.6% | +85.7% | -3.9% |
| YTD | +21.8% | -91.5% | +113.3% | +23.9% |
| 1Y | +25.3% | -97.8% | +123.1% | +30.2% |
| All | +3.9% | -97.2% | +101.1% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling