+5.8%
FERG vs IRE
-97.8%
+103.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -13.5% | +9.9% | -3.3% |
| 7D | +8.2% | +11.1% | -2.9% | +7.7% |
| 30D | +14.4% | -75.2% | +89.5% | +17.3% |
| 3M | +4.3% | -86.4% | +90.7% | +8.3% |
| 6M | +7.9% | -94.8% | +102.7% | +13.5% |
| YTD | +16.3% | -93.3% | +109.5% | +16.6% |
| 1Y | +2.2% | -97.5% | +99.7% | +5.7% |
| All | +5.8% | -97.8% | +103.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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