+195.0%
ITW vs FFIV
+118.6%
+76.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +1.1% |
| 7D | +2.3% | -0.5% | +2.9% | +2.5% |
| 30D | +6.7% | -32.4% | +39.1% | +19.4% |
| 3M | -0.5% | -25.7% | +25.1% | +7.2% |
| 6M | +16.4% | -13.5% | +29.9% | +18.0% |
| YTD | +19.0% | +21.1% | -2.2% | +5.1% |
| 1Y | +20.2% | +29.4% | -9.2% | +3.4% |
| 3Y | +33.1% | +94.9% | -61.8% | -6.1% |
| 5Y | +35.7% | +34.7% | +1.0% | +8.2% |
| All | +195.0% | +118.6% | +76.4% | +77.6% |
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