+351.3%
FERG vs IAG
+427.6%
-76.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -2.6% | -1.1% | -1.5% | -2.5% |
| 30D | -8.9% | +12.1% | -21.0% | -9.2% |
| 3M | -2.0% | +25.5% | -27.6% | -2.8% |
| 6M | -3.2% | -7.1% | +3.9% | -3.3% |
| YTD | +1.5% | +22.9% | -21.4% | +0.7% |
| 1Y | +0.5% | +83.3% | -82.9% | -1.2% |
| 3Y | +50.4% | +808.5% | -758.1% | +43.8% |
| 5Y | +68.7% | +838.0% | -769.3% | +59.8% |
| All | +351.3% | +427.6% | -76.3% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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