+35.0%
ITW vs FFIV
+100.0%
-65.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -2.8% |
| 7D | -1.9% | +3.5% | -5.4% | -2.9% |
| 30D | -10.4% | -1.3% | -9.1% | -10.2% |
| 3M | +3.5% | +2.4% | +1.1% | +2.1% |
| 6M | -3.4% | +41.8% | -45.2% | -14.5% |
| YTD | +8.5% | +58.5% | -50.0% | -8.1% |
| 1Y | +3.2% | +24.3% | -21.1% | -5.5% |
| 3Y | +18.9% | +152.0% | -133.1% | -18.7% |
| 5Y | +35.0% | +99.1% | -64.1% | -5.1% |
| All | +35.0% | +100.0% | -65.0% | -5.1% |
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