+67.5%
FERG vs IAG
+796.9%
-729.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -1.0% | -4.1% | +3.0% | -0.7% |
| 30D | -11.8% | +10.6% | -22.4% | -12.6% |
| 3M | -1.2% | +35.4% | -36.6% | -3.9% |
| 6M | -2.3% | -9.5% | +7.2% | -2.3% |
| YTD | +0.8% | +21.8% | -21.0% | -1.7% |
| 1Y | +0.5% | +84.1% | -83.7% | -5.2% |
| 3Y | +51.4% | +817.4% | -766.0% | +22.6% |
| 5Y | +67.5% | +830.1% | -762.6% | +30.7% |
| All | +67.5% | +796.9% | -729.4% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling