+362.7%
FERG vs IP
+23.2%
+339.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.9% |
| 7D | 0.0% | -5.3% | +5.2% | +1.0% |
| 30D | -10.2% | -10.9% | +0.7% | -8.2% |
| 3M | -0.6% | +11.2% | -11.7% | -2.9% |
| 6M | -6.5% | -10.2% | +3.7% | -5.3% |
| YTD | +4.2% | -2.0% | +6.2% | +3.7% |
| 1Y | -2.3% | -19.1% | +16.8% | +0.4% |
| 3Y | +48.5% | +20.9% | +27.6% | +42.6% |
| 5Y | +72.0% | -17.8% | +89.8% | +68.2% |
| All | +362.7% | +23.2% | +339.6% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling