+351.3%
FERG vs IVZ
+65.9%
+285.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -2.6% | -2.4% | -0.2% | -2.1% |
| 30D | -8.9% | +3.0% | -11.9% | -9.5% |
| 3M | -2.0% | +14.9% | -16.9% | -5.1% |
| 6M | -3.2% | +36.7% | -39.9% | -9.7% |
| YTD | +1.5% | +25.7% | -24.2% | -3.7% |
| 1Y | +0.5% | +47.7% | -47.2% | -7.8% |
| 3Y | +50.4% | +138.8% | -88.4% | +24.1% |
| 5Y | +68.7% | +62.1% | +6.6% | +43.4% |
| All | +351.3% | +65.9% | +285.4% | +281.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling