+71.6%
FERG vs IR
+43.3%
+28.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | 0.0% |
| 7D | +3.4% | +0.6% | +2.7% | +3.0% |
| 30D | -11.5% | -13.6% | +2.1% | -3.9% |
| 3M | +1.3% | +3.7% | -2.4% | -1.0% |
| 6M | -1.0% | -13.1% | +12.1% | +6.4% |
| YTD | +3.2% | -5.1% | +8.3% | +5.1% |
| 1Y | -3.0% | -6.5% | +3.5% | -0.7% |
| 3Y | +55.0% | +8.5% | +46.5% | +40.8% |
| All | +71.6% | +43.3% | +28.3% | +26.9% |
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