+67.5%
FERG vs IEF
-9.3%
+76.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -1.0% | -1.2% | +0.2% | -0.5% |
| 30D | -11.8% | -1.5% | -10.3% | -11.2% |
| 3M | -1.2% | -1.7% | +0.4% | -0.4% |
| 6M | -2.3% | -3.5% | +1.2% | -0.7% |
| YTD | +0.8% | -2.6% | +3.4% | +2.1% |
| 1Y | +0.5% | -2.4% | +2.9% | +1.7% |
| 3Y | +51.4% | +8.9% | +42.5% | +46.4% |
| 5Y | +67.5% | -9.2% | +76.7% | +46.2% |
| All | +67.5% | -9.3% | +76.8% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling