+50.9%
FERG vs IAG
+817.0%
-766.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | +0.9% | +1.7% | -0.8% | +0.8% |
| 30D | -15.1% | +11.4% | -26.5% | -15.8% |
| 3M | -4.8% | +33.0% | -37.9% | -7.1% |
| 6M | -2.5% | -6.0% | +3.5% | -2.9% |
| YTD | +1.8% | +24.6% | -22.8% | -0.4% |
| 1Y | -0.3% | +105.0% | -105.3% | -5.5% |
| All | +50.9% | +817.0% | -766.1% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling