+1,348.4%
FERG vs IRM
+1,315.1%
+33.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.7% | +2.1% |
| 7D | 0.0% | -0.5% | +0.4% | 0.0% |
| 30D | -10.2% | -8.1% | -2.1% | -9.3% |
| 3M | -0.6% | -9.7% | +9.1% | +0.6% |
| 6M | -6.5% | +10.0% | -16.5% | -7.7% |
| YTD | +4.2% | +43.0% | -38.8% | -0.3% |
| 1Y | -2.3% | +32.7% | -34.9% | -5.7% |
| 3Y | +48.5% | +102.7% | -54.2% | +37.5% |
| 5Y | +72.0% | +187.6% | -115.5% | +55.6% |
| 10Y | +369.9% | +420.1% | -50.2% | +321.9% |
| All | +1,348.4% | +1,315.1% | +33.3% | +1,128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling