+30.7%
IVZ vs FFIV
+33.5%
-2.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +2.6% | -9.8% | +12.4% | +5.2% |
| 30D | -3.5% | -28.1% | +24.6% | +3.5% |
| 3M | -7.4% | -20.0% | +12.6% | -4.5% |
| 6M | +14.7% | -0.1% | +14.8% | +7.9% |
| YTD | +14.6% | +29.2% | -14.6% | -6.8% |
| 1Y | +30.7% | +36.6% | -5.9% | +2.0% |
| All | +30.7% | +33.5% | -2.8% | +2.0% |
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