+424.2%
FERG vs IBN
+385.6%
+38.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +9.7% | +1.9% | +7.9% | +9.4% |
| 30D | +15.0% | +22.1% | -7.1% | +11.3% |
| 3M | +3.8% | +17.1% | -13.3% | +1.0% |
| 6M | +10.6% | +35.5% | -24.9% | +5.2% |
| YTD | +17.0% | +16.8% | +0.2% | +13.8% |
| 1Y | +7.1% | +12.4% | -5.3% | +4.8% |
| 3Y | +67.7% | +58.0% | +9.7% | +54.8% |
| 5Y | +76.4% | +73.7% | +2.7% | +59.9% |
| All | +424.2% | +385.6% | +38.7% | +342.2% |
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