+117.8%
FFIV vs IRM
+520.0%
-402.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -0.5% | +6.8% | -7.3% | -2.6% |
| 30D | -32.4% | +2.6% | -35.0% | -33.0% |
| 3M | -25.7% | -9.5% | -16.2% | -23.4% |
| 6M | -13.5% | -8.5% | -5.0% | -11.4% |
| YTD | +21.1% | +40.3% | -19.2% | +7.2% |
| 1Y | +29.4% | +28.7% | +0.7% | +17.7% |
| 3Y | +94.9% | +111.8% | -16.9% | +47.3% |
| 5Y | +34.7% | +189.1% | -154.4% | -8.4% |
| All | +117.8% | +520.0% | -402.2% | +18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling