+348.1%
FERG vs IRM
+430.1%
-82.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.6% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | -11.8% | -7.8% | -4.1% | -10.6% |
| 3M | -1.2% | -7.9% | +6.6% | +0.1% |
| 6M | -2.3% | +6.3% | -8.6% | -3.5% |
| YTD | +0.8% | +38.2% | -37.4% | -4.9% |
| 1Y | +0.5% | +19.8% | -19.3% | -3.0% |
| 3Y | +51.4% | +98.8% | -47.4% | +35.3% |
| 5Y | +67.5% | +191.8% | -124.3% | +44.9% |
| All | +348.1% | +430.1% | -82.0% | +304.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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