+36.6%
FFIV vs IRM
+19.5%
+17.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -9.8% | +2.6% | -12.4% | -10.3% |
| 30D | -28.1% | +5.6% | -33.7% | -29.0% |
| 3M | -20.0% | -4.7% | -15.3% | -19.5% |
| 6M | -0.1% | -6.1% | +6.0% | +0.6% |
| YTD | +29.2% | +46.3% | -17.2% | +21.0% |
| 1Y | +36.6% | +18.7% | +17.9% | +31.7% |
| All | +36.6% | +19.5% | +17.1% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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