+494.6%
FERG vs IP
+31.6%
+463.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.9% | +8.3% | +10.6% |
| 7D | +7.3% | -3.0% | +10.4% | +8.0% |
| 30D | +18.1% | +10.6% | +7.5% | +15.8% |
| 3M | +1.6% | -13.6% | +15.2% | +4.5% |
| 6M | +8.5% | +10.4% | -1.9% | +6.0% |
| YTD | +18.6% | -6.5% | +25.0% | +19.0% |
| 1Y | +5.7% | -2.1% | +7.8% | +5.2% |
| 3Y | +74.0% | +22.0% | +52.0% | +67.2% |
| 5Y | +83.9% | -9.7% | +93.6% | +80.5% |
| 10Y | +494.6% | +26.8% | +467.8% | +423.4% |
| All | +494.6% | +31.6% | +463.0% | +423.4% |
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