-16.1%
IP vs FFIV
+91.3%
-107.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -5.3% | -1.0% | -4.3% | -5.1% |
| 30D | -10.9% | -5.1% | -5.8% | -9.8% |
| 3M | +11.2% | -4.5% | +15.6% | +11.9% |
| 6M | -10.2% | +36.5% | -46.7% | -18.8% |
| YTD | -2.0% | +53.0% | -55.0% | -14.7% |
| 1Y | -19.1% | +24.2% | -43.3% | -25.6% |
| 3Y | +20.9% | +137.2% | -116.4% | -11.4% |
| All | -16.1% | +91.3% | -107.4% | -38.3% |
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