+1,348.4%
FERG vs IBN
+412.9%
+935.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | -10.2% | -0.3% | -9.9% | -10.2% |
| 3M | -0.6% | +17.1% | -17.7% | -2.1% |
| 6M | -6.5% | +3.4% | -9.9% | -6.9% |
| YTD | +4.2% | +2.5% | +1.6% | +3.8% |
| 1Y | -2.3% | -4.2% | +1.9% | -2.1% |
| 3Y | +48.5% | +32.4% | +16.1% | +44.3% |
| 5Y | +72.0% | +59.2% | +12.8% | +64.6% |
| 10Y | +369.9% | +345.7% | +24.2% | +327.4% |
| All | +1,348.4% | +412.9% | +935.5% | +1,208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling