-0.8%
IP vs FFIV
+26.7%
-27.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -5.1% | -8.1% | +3.1% | -4.9% |
| 30D | +8.5% | -33.4% | +41.9% | +9.2% |
| 3M | -13.8% | -24.7% | +10.9% | -14.1% |
| 6M | +5.7% | -8.8% | +14.6% | +1.8% |
| YTD | -9.1% | +21.8% | -30.9% | -17.3% |
| 1Y | -0.8% | +25.3% | -26.1% | -10.8% |
| All | -0.8% | +26.7% | -27.5% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling