-12.3%
IP vs FFIV
+39.3%
-51.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.5% | -2.7% |
| 7D | -5.0% | -14.2% | +9.3% | -1.8% |
| 30D | +6.5% | -33.6% | +40.2% | +15.8% |
| 3M | -18.0% | -24.2% | +6.2% | -14.3% |
| 6M | +10.3% | -8.3% | +18.6% | +8.5% |
| YTD | -9.9% | +22.1% | -32.0% | -19.4% |
| 1Y | -1.1% | +26.5% | -27.5% | -12.6% |
| 3Y | +13.0% | +102.3% | -89.3% | -17.9% |
| 5Y | -12.3% | +40.6% | -52.9% | -34.1% |
| All | -12.3% | +39.3% | -51.6% | -34.1% |
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