+83.9%
FERG vs IR
+51.1%
+32.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +4.7% | +6.5% | +8.5% |
| 7D | +7.3% | +5.0% | +2.3% | +4.6% |
| 30D | +18.1% | +10.3% | +7.8% | +11.7% |
| 3M | +1.6% | -0.1% | +1.7% | +1.6% |
| 6M | +8.5% | +14.8% | -6.2% | 0.0% |
| YTD | +18.6% | +9.7% | +8.8% | +11.0% |
| 1Y | +5.7% | +12.2% | -6.5% | -2.3% |
| 3Y | +74.0% | +30.0% | +44.0% | +42.3% |
| 5Y | +83.9% | +46.8% | +37.1% | +29.3% |
| All | +83.9% | +51.1% | +32.8% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling