+49.3%
FERG vs ICE
+40.2%
+9.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.0% | -5.3% | +4.3% | +0.3% |
| 30D | -11.8% | +3.0% | -14.8% | -12.5% |
| 3M | -1.2% | +11.4% | -12.7% | -4.0% |
| 6M | -2.3% | -2.0% | -0.3% | -1.7% |
| YTD | +0.8% | -3.1% | +3.9% | +1.2% |
| 1Y | +0.5% | -8.4% | +8.9% | +3.0% |
| All | +49.3% | +40.2% | +9.2% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling