+91.4%
IT vs FFIV
+224.0%
-132.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.3% |
| 7D | -9.1% | -1.5% | -7.6% | -8.5% |
| 30D | -7.0% | -2.7% | -4.4% | -6.2% |
| 3M | +7.6% | -1.7% | +9.3% | +7.0% |
| 6M | +2.1% | +36.1% | -34.0% | -13.6% |
| YTD | -31.6% | +52.6% | -84.2% | -45.3% |
| 1Y | -29.9% | +21.5% | -51.4% | -38.1% |
| 3Y | -51.3% | +142.7% | -193.9% | -69.9% |
| 5Y | -44.8% | +92.6% | -137.4% | -62.7% |
| 10Y | +91.4% | +225.5% | -134.1% | +0.4% |
| All | +91.4% | +224.0% | -132.6% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling