+351.3%
FERG vs IBN
+324.2%
+27.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -2.6% | -3.0% | +0.4% | -2.1% |
| 30D | -8.9% | -1.5% | -7.4% | -8.7% |
| 3M | -2.0% | +7.9% | -10.0% | -3.2% |
| 6M | -3.2% | +8.6% | -11.8% | -4.5% |
| YTD | +1.5% | -0.6% | +2.0% | +1.4% |
| 1Y | +0.5% | -7.3% | +7.8% | +1.3% |
| 3Y | +50.4% | +26.2% | +24.2% | +44.2% |
| 5Y | +68.7% | +57.8% | +10.9% | +56.8% |
| All | +351.3% | +324.2% | +27.1% | +294.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling