+4.2%
ITW vs FFIV
+25.9%
-21.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -3.6% | -1.0% | -2.6% | -3.5% |
| 30D | -9.1% | -5.1% | -4.1% | -9.0% |
| 3M | +8.2% | -4.5% | +12.7% | +8.2% |
| 6M | -4.8% | +36.5% | -41.2% | -7.7% |
| YTD | +11.0% | +53.0% | -41.9% | +5.8% |
| 1Y | +4.2% | +24.2% | -20.0% | -0.2% |
| All | +4.2% | +25.9% | -21.6% | -0.2% |
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