+1,348.4%
FERG vs IT
+896.4%
+452.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.9% | +3.0% |
| 7D | 0.0% | -6.0% | +6.0% | +0.8% |
| 30D | -10.2% | 0.0% | -10.2% | -10.3% |
| 3M | -0.6% | +13.1% | -13.7% | -3.0% |
| 6M | -6.5% | +11.7% | -18.2% | -9.1% |
| YTD | +4.2% | -26.1% | +30.3% | +7.4% |
| 1Y | -2.3% | -21.3% | +19.0% | -0.5% |
| 3Y | +48.5% | -46.7% | +95.2% | +60.7% |
| 5Y | +72.0% | -40.5% | +112.5% | +81.8% |
| 10Y | +369.9% | +103.9% | +266.0% | +357.6% |
| All | +1,348.4% | +896.4% | +452.0% | +1,177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling