+67.5%
FERG vs ICE
+38.6%
+28.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.0% | -5.3% | +4.3% | +0.9% |
| 30D | -11.8% | +3.0% | -14.8% | -12.8% |
| 3M | -1.2% | +11.4% | -12.7% | -5.4% |
| 6M | -2.3% | -2.0% | -0.3% | -2.0% |
| YTD | +0.8% | -3.1% | +3.9% | +1.0% |
| 1Y | +0.5% | -8.4% | +8.9% | +3.0% |
| 3Y | +51.4% | +40.7% | +10.6% | +25.3% |
| 5Y | +67.5% | +40.0% | +27.5% | +28.3% |
| All | +67.5% | +38.6% | +28.9% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling