+1,348.4%
FERG vs IP
+179.0%
+1,169.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.0% |
| 7D | 0.0% | -5.3% | +5.2% | +0.7% |
| 30D | -10.2% | -10.9% | +0.7% | -8.8% |
| 3M | -0.6% | +11.2% | -11.7% | -2.2% |
| 6M | -6.5% | -10.2% | +3.7% | -5.7% |
| YTD | +4.2% | -2.0% | +6.2% | +3.9% |
| 1Y | -2.3% | -19.1% | +16.8% | -0.5% |
| 3Y | +48.5% | +20.9% | +27.6% | +45.0% |
| 5Y | +72.0% | -17.8% | +89.8% | +70.3% |
| 10Y | +369.9% | +23.5% | +346.4% | +362.3% |
| All | +1,348.4% | +179.0% | +1,169.4% | +1,390.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling