+1,335.0%
FERG vs IEF
+51.4%
+1,283.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -11.5% | -0.7% | -10.8% | -11.5% |
| 3M | +1.3% | -0.4% | +1.7% | +1.3% |
| 6M | -1.0% | -2.5% | +1.5% | -0.8% |
| YTD | +3.2% | -1.6% | +4.8% | +3.4% |
| 1Y | -3.0% | -1.3% | -1.6% | -2.8% |
| 3Y | +55.0% | +10.1% | +44.9% | +54.6% |
| 5Y | +72.6% | -8.3% | +80.9% | +66.1% |
| 10Y | +358.9% | +4.5% | +354.5% | +357.7% |
| All | +1,335.0% | +51.4% | +1,283.6% | +1,297.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling