+351.3%
FERG vs IEF
+3.8%
+347.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.6% | -1.3% | -1.2% | -2.2% |
| 30D | -8.9% | -1.7% | -7.1% | -8.5% |
| 3M | -2.0% | -2.5% | +0.5% | -1.4% |
| 6M | -3.2% | -3.3% | +0.1% | -2.4% |
| YTD | +1.5% | -2.8% | +4.3% | +2.3% |
| 1Y | +0.5% | -2.7% | +3.2% | +1.2% |
| 3Y | +50.4% | +8.9% | +41.5% | +48.3% |
| 5Y | +68.7% | -9.4% | +78.1% | +59.3% |
| All | +351.3% | +3.8% | +347.5% | +354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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