+69.3%
FERG vs IT
-45.7%
+115.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | +0.9% | -9.1% | +10.0% | +3.0% |
| 30D | -15.1% | -12.2% | -2.9% | -12.8% |
| 3M | -4.8% | +7.8% | -12.6% | -7.7% |
| 6M | -2.5% | +2.0% | -4.4% | -5.0% |
| YTD | +1.8% | -32.7% | +34.5% | +12.0% |
| 1Y | -0.3% | -31.1% | +30.8% | +7.9% |
| 3Y | +52.9% | -52.1% | +105.0% | +85.1% |
| 5Y | +69.3% | -46.3% | +115.6% | +81.5% |
| All | +69.3% | -45.7% | +115.0% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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