+6.0%
FFIV vs IRE
-97.7%
+103.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.8% | +15.7% | +0.4% |
| 7D | -4.2% | -41.9% | +37.7% | -3.0% |
| 30D | -33.9% | -75.1% | +41.2% | -31.6% |
| 3M | -22.6% | -82.4% | +59.8% | -19.6% |
| 6M | -10.4% | -95.5% | +85.2% | -4.9% |
| YTD | +24.3% | -93.1% | +117.4% | +27.2% |
| 1Y | +31.8% | -97.8% | +129.6% | +37.1% |
| All | +6.0% | -97.7% | +103.8% | +9.7% |
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