+312.7%
FERG vs IR
+288.5%
+24.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +2.0% |
| 7D | 0.0% | -2.8% | +2.8% | +0.8% |
| 30D | -10.2% | -15.1% | +5.0% | -6.1% |
| 3M | -0.6% | +6.1% | -6.6% | -2.1% |
| 6M | -6.5% | -16.8% | +10.3% | -2.1% |
| YTD | +4.2% | -3.5% | +7.7% | +5.1% |
| 1Y | -2.3% | -3.5% | +1.2% | -1.5% |
| 3Y | +48.5% | +9.5% | +39.0% | +46.2% |
| 5Y | +72.0% | +45.1% | +26.9% | +60.1% |
| All | +312.7% | +288.5% | +24.2% | +272.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling