+69.3%
FERG vs IRM
+190.5%
-121.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.1% |
| 7D | +0.9% | +3.0% | -2.1% | -0.1% |
| 30D | -15.1% | -5.2% | -9.8% | -13.6% |
| 3M | -4.8% | -8.0% | +3.2% | -2.3% |
| 6M | -2.5% | +9.2% | -11.6% | -6.0% |
| YTD | +1.8% | +41.0% | -39.2% | -10.7% |
| 1Y | -0.3% | +23.3% | -23.6% | -8.5% |
| 3Y | +52.9% | +102.8% | -49.9% | +11.4% |
| 5Y | +69.3% | +192.8% | -123.5% | +10.3% |
| All | +69.3% | +190.5% | -121.2% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling