-2.3%
FERG vs IFF
+34.4%
-36.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | 0.0% | -1.8% | +1.8% | +0.4% |
| 30D | -10.2% | -2.0% | -8.2% | -9.8% |
| 3M | -0.6% | +18.5% | -19.1% | -4.7% |
| 6M | -6.5% | +11.7% | -18.2% | -8.8% |
| YTD | +4.2% | +29.6% | -25.4% | -4.6% |
| 1Y | -2.3% | +35.0% | -37.2% | -12.1% |
| All | -2.3% | +34.4% | -36.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling