-6.1%
FERG vs IRE
-82.8%
+76.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.2% | -11.2% | -1.2% |
| 7D | +3.4% | +58.9% | -55.5% | +2.0% |
| 30D | -11.5% | +17.2% | -28.7% | -12.2% |
| 3M | +1.3% | -58.6% | +59.9% | +2.7% |
| 6M | -1.0% | -23.5% | +22.5% | -4.1% |
| YTD | +3.2% | -47.4% | +50.6% | -0.8% |
| All | -6.1% | -82.8% | +76.8% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling