+19.1%
ITW vs FFIV
+151.3%
-132.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.5% |
| 7D | -1.9% | +3.5% | -5.4% | -2.5% |
| 30D | -10.4% | -1.3% | -9.1% | -10.2% |
| 3M | +3.5% | +2.4% | +1.1% | +2.5% |
| 6M | -3.4% | +41.8% | -45.2% | -11.6% |
| YTD | +8.5% | +58.5% | -50.0% | -4.1% |
| 1Y | +3.2% | +24.3% | -21.1% | -2.8% |
| All | +19.1% | +151.3% | -132.2% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling