+4,166.4%
FFIV vs IRM
+3,438.5%
+727.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -4.2% | -5.1% | +0.9% | -2.5% |
| 30D | -33.9% | -3.3% | -30.6% | -33.2% |
| 3M | -22.6% | -8.2% | -14.4% | -20.4% |
| 6M | -10.4% | -12.8% | +2.4% | -6.4% |
| YTD | +24.3% | +36.6% | -12.3% | +9.5% |
| 1Y | +31.8% | +11.9% | +19.9% | +24.4% |
| 3Y | +99.5% | +105.1% | -5.6% | +48.0% |
| 5Y | +40.7% | +182.4% | -141.6% | -8.3% |
| 10Y | +126.9% | +505.1% | -378.3% | +5.1% |
| All | +4,166.4% | +3,438.5% | +727.9% | +891.1% |
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