+424.2%
FERG vs IWD
+203.0%
+221.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +9.7% | +2.3% | +7.5% | +8.5% |
| 30D | +15.0% | +3.6% | +11.5% | +13.1% |
| 3M | +3.8% | +2.2% | +1.6% | +2.8% |
| 6M | +10.6% | +13.0% | -2.3% | +4.0% |
| YTD | +17.0% | +26.5% | -9.5% | +4.1% |
| 1Y | +7.1% | +30.1% | -23.0% | -6.0% |
| 3Y | +67.7% | +84.9% | -17.1% | +28.1% |
| 5Y | +76.4% | +73.4% | +3.1% | +36.8% |
| All | +424.2% | +203.0% | +221.2% | +266.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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