+2.2%
FERG vs IP
-7.8%
+10.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.6% | -3.0% |
| 7D | +8.2% | -0.9% | +9.0% | +8.6% |
| 30D | +14.4% | +6.7% | +7.7% | +12.4% |
| 3M | +4.3% | -16.6% | +20.9% | +9.8% |
| 6M | +7.9% | +6.0% | +1.9% | +5.0% |
| YTD | +16.3% | -10.7% | +26.9% | +18.6% |
| 1Y | +2.2% | -6.7% | +8.9% | +1.3% |
| All | +2.2% | -7.8% | +10.1% | +1.3% |
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