+303.3%
FERG vs IR
+274.4%
+28.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -0.8% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | -15.1% | -15.0% | 0.0% | -11.2% |
| 3M | -4.8% | -0.4% | -4.4% | -4.7% |
| 6M | -2.5% | -15.0% | +12.6% | +1.7% |
| YTD | +1.8% | -7.1% | +8.9% | +3.8% |
| 1Y | -0.3% | -7.5% | +7.2% | +1.7% |
| 3Y | +52.9% | +6.3% | +46.6% | +51.9% |
| 5Y | +69.3% | +37.3% | +32.0% | +59.3% |
| All | +303.3% | +274.4% | +28.9% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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