+1,526.4%
FERG vs IRM
+1,288.1%
+238.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +9.7% | +6.8% | +3.0% | +8.8% |
| 30D | +15.0% | +2.6% | +12.4% | +14.7% |
| 3M | +3.8% | -9.5% | +13.2% | +5.0% |
| 6M | +10.6% | -8.5% | +19.1% | +11.7% |
| YTD | +17.0% | +40.3% | -23.3% | +12.2% |
| 1Y | +7.1% | +28.7% | -21.6% | +3.7% |
| 3Y | +67.7% | +111.8% | -44.1% | +54.9% |
| 5Y | +76.4% | +189.1% | -112.7% | +59.9% |
| 10Y | +424.2% | +519.8% | -95.6% | +369.5% |
| All | +1,526.4% | +1,288.1% | +238.2% | +1,282.6% |
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