+1,526.4%
FERG vs IAG
+13.8%
+1,512.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.6% |
| 7D | +9.7% | -7.7% | +17.4% | +9.9% |
| 30D | +15.0% | +1.6% | +13.5% | +15.0% |
| 3M | +3.8% | -2.4% | +6.2% | +3.7% |
| 6M | +10.6% | -7.8% | +18.4% | +10.6% |
| YTD | +17.0% | +5.0% | +11.9% | +16.7% |
| 1Y | +7.1% | +25.7% | -18.6% | +6.7% |
| 3Y | +67.7% | +694.5% | -626.7% | +64.5% |
| 5Y | +76.4% | +421.7% | -345.3% | +71.2% |
| 10Y | +424.2% | +382.5% | +41.8% | +415.6% |
| All | +1,526.4% | +13.8% | +1,512.5% | +1,545.9% |
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