+3.1%
FERG vs IP
+2.3%
+0.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.3% |
| 7D | +7.7% | +3.4% | +4.3% | +6.6% |
| 30D | +11.5% | +11.2% | +0.3% | +8.1% |
| 3M | -2.4% | -14.8% | +12.4% | +1.8% |
| 6M | -4.0% | +17.3% | -21.3% | -9.5% |
| YTD | +13.4% | -6.2% | +19.5% | +14.0% |
| 1Y | +3.1% | +2.3% | +0.7% | -0.4% |
| All | +3.1% | +2.3% | +0.8% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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