-13.5%
IP vs FFIV
+41.1%
-54.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -2.8% | -2.9% | +0.2% | -2.1% |
| 30D | +9.2% | -32.4% | +41.6% | +18.2% |
| 3M | -16.1% | -22.7% | +6.6% | -12.6% |
| 6M | +9.6% | -10.7% | +20.3% | +8.8% |
| YTD | -8.8% | +25.4% | -34.1% | -18.9% |
| 1Y | -5.5% | +34.2% | -39.7% | -17.9% |
| 3Y | +19.6% | +101.2% | -81.6% | -12.5% |
| 5Y | -13.5% | +42.0% | -55.4% | -35.3% |
| All | -13.5% | +41.1% | -54.6% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling