+351.3%
FERG vs ICE
+220.6%
+130.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -2.6% | -2.4% | -0.2% | -2.1% |
| 30D | -8.9% | +4.0% | -12.9% | -9.6% |
| 3M | -2.0% | +13.7% | -15.7% | -4.5% |
| 6M | -3.2% | +0.9% | -4.1% | -3.6% |
| YTD | +1.5% | -2.1% | +3.6% | +1.4% |
| 1Y | +0.5% | -9.5% | +10.0% | +1.9% |
| 3Y | +50.4% | +42.1% | +8.3% | +40.4% |
| 5Y | +68.7% | +41.4% | +27.3% | +54.8% |
| All | +351.3% | +220.6% | +130.7% | +296.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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