+126.6%
FFIV vs IRM
+480.4%
-353.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.8% | +0.9% |
| 7D | -2.1% | -3.8% | +1.7% | -1.0% |
| 30D | -33.8% | -3.2% | -30.6% | -33.1% |
| 3M | -20.6% | -7.8% | -12.8% | -18.7% |
| 6M | -10.2% | -12.7% | +2.5% | -6.7% |
| YTD | +24.5% | +36.7% | -12.2% | +11.2% |
| 1Y | +29.3% | +10.0% | +19.3% | +23.6% |
| 3Y | +103.8% | +107.2% | -3.4% | +55.2% |
| 5Y | +40.9% | +181.6% | -140.7% | -3.3% |
| 10Y | +126.6% | +481.1% | -354.6% | +25.4% |
| All | +126.6% | +480.4% | -353.8% | +25.4% |
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