+67.5%
FERG vs INDA
+4.5%
+63.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.1% |
| 7D | -1.0% | -3.6% | +2.6% | +1.8% |
| 30D | -11.8% | -4.0% | -7.9% | -9.2% |
| 3M | -1.2% | +1.7% | -2.9% | -2.5% |
| 6M | -2.3% | -3.6% | +1.3% | +0.2% |
| YTD | +0.8% | -11.0% | +11.8% | +9.6% |
| 1Y | +0.5% | -9.5% | +10.0% | +7.6% |
| 3Y | +51.4% | +7.6% | +43.7% | +35.6% |
| 5Y | +67.5% | +4.8% | +62.7% | +49.0% |
| All | +67.5% | +4.5% | +63.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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