+4.2%
FFIV vs IRE
-98.0%
+102.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -33.9% | +28.5% | -4.3% |
| 7D | -14.2% | -57.1% | +42.9% | -12.1% |
| 30D | -33.6% | -84.4% | +50.8% | -30.2% |
| 3M | -24.2% | -85.0% | +60.7% | -20.7% |
| 6M | -8.3% | -95.2% | +87.0% | -2.7% |
| YTD | +22.1% | -93.9% | +116.1% | +25.9% |
| 1Y | +26.5% | -98.8% | +125.3% | +34.0% |
| All | +4.2% | -98.0% | +102.2% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling