+67.7%
FERG vs IBKR
+495.5%
-427.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.1% |
| 7D | -2.6% | -1.3% | -1.2% | -2.2% |
| 30D | -8.9% | -0.2% | -8.7% | -9.1% |
| 3M | -2.0% | +3.0% | -5.0% | -3.7% |
| 6M | -3.2% | +33.9% | -37.1% | -13.0% |
| YTD | +1.5% | +42.5% | -41.0% | -10.9% |
| 1Y | +0.5% | +44.9% | -44.4% | -12.5% |
| 3Y | +50.4% | +293.0% | -242.6% | -10.3% |
| All | +67.7% | +495.5% | -427.7% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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