+5,150.0%
FFIV vs IRM
+3,603.9%
+1,546.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -1.0% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | -5.1% | -8.1% | +3.0% | -2.3% |
| 3M | -4.5% | -9.7% | +5.2% | -1.3% |
| 6M | +36.5% | +10.0% | +26.5% | +30.9% |
| YTD | +53.0% | +43.0% | +10.0% | +32.8% |
| 1Y | +24.2% | +32.7% | -8.5% | +10.2% |
| 3Y | +137.2% | +102.7% | +34.5% | +76.7% |
| 5Y | +91.8% | +187.6% | -95.8% | +24.0% |
| 10Y | +215.2% | +420.1% | -204.9% | +54.2% |
| All | +5,150.0% | +3,603.9% | +1,546.1% | +1,101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling