+1,335.0%
FERG vs ICE
+728.4%
+606.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.2% | -0.6% |
| 7D | +3.4% | -1.2% | +4.5% | +3.5% |
| 30D | -11.5% | +5.0% | -16.5% | -12.1% |
| 3M | +1.3% | +13.9% | -12.6% | -0.6% |
| 6M | -1.0% | -4.4% | +3.4% | -0.6% |
| YTD | +3.2% | -1.9% | +5.1% | +3.1% |
| 1Y | -3.0% | -8.1% | +5.2% | -2.2% |
| 3Y | +55.0% | +42.5% | +12.5% | +47.3% |
| 5Y | +72.6% | +40.6% | +32.0% | +62.9% |
| 10Y | +358.9% | +217.1% | +141.8% | +306.1% |
| All | +1,335.0% | +728.4% | +606.6% | +1,077.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling