+225.5%
FFIV vs IRM
+407.3%
-181.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -1.5% | +1.6% | -3.2% | -2.0% |
| 30D | -2.7% | -4.2% | +1.5% | -1.4% |
| 3M | -1.7% | -5.4% | +3.7% | -0.3% |
| 6M | +36.1% | +12.0% | +24.1% | +30.6% |
| YTD | +52.6% | +42.0% | +10.6% | +35.2% |
| 1Y | +21.5% | +29.9% | -8.3% | +10.3% |
| 3Y | +142.7% | +104.4% | +38.3% | +87.3% |
| 5Y | +92.6% | +191.0% | -98.4% | +32.5% |
| 10Y | +225.5% | +417.1% | -191.6% | +91.4% |
| All | +225.5% | +407.3% | -181.8% | +91.4% |
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