+1,335.0%
FERG vs IAG
+32.1%
+1,302.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.9% |
| 7D | +3.4% | +4.3% | -0.9% | +3.3% |
| 30D | -11.5% | +9.8% | -21.3% | -11.7% |
| 3M | +1.3% | +28.9% | -27.6% | +0.8% |
| 6M | -1.0% | -7.6% | +6.6% | -1.1% |
| YTD | +3.2% | +22.0% | -18.7% | +2.8% |
| 1Y | -3.0% | +99.5% | -102.5% | -3.9% |
| 3Y | +55.0% | +818.3% | -763.2% | +51.7% |
| 5Y | +72.6% | +785.9% | -713.3% | +68.2% |
| 10Y | +358.9% | +381.1% | -22.2% | +350.0% |
| All | +1,335.0% | +32.1% | +1,302.9% | +1,349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling