+7.9%
FERG vs IRE
-97.3%
+105.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.5% | +13.7% | +11.3% |
| 7D | +7.3% | -15.5% | +22.9% | +7.3% |
| 30D | +18.1% | -70.4% | +88.5% | +20.7% |
| 3M | +1.6% | -81.6% | +83.3% | +4.7% |
| 6M | +8.5% | -94.7% | +103.2% | +14.3% |
| YTD | +18.6% | -91.8% | +110.3% | +18.4% |
| 1Y | +5.7% | -97.6% | +103.3% | +10.3% |
| All | +7.9% | -97.3% | +105.2% | +10.6% |
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