+351.3%
FERG vs IFF
-20.3%
+371.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.6% | -3.2% | +0.6% | -2.0% |
| 30D | -8.9% | -0.3% | -8.6% | -8.9% |
| 3M | -2.0% | +8.4% | -10.5% | -3.6% |
| 6M | -3.2% | +23.0% | -26.2% | -7.2% |
| YTD | +1.5% | +25.5% | -24.0% | -3.2% |
| 1Y | +0.5% | +29.1% | -28.6% | -4.7% |
| 3Y | +50.4% | +31.7% | +18.8% | +42.3% |
| 5Y | +68.7% | -35.2% | +103.9% | +69.4% |
| All | +351.3% | -20.3% | +371.6% | +373.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling