+494.6%
FERG vs IWD
+212.1%
+282.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.0% | +9.2% | +10.1% |
| 7D | +7.3% | +1.3% | +6.1% | +6.8% |
| 30D | +18.1% | +3.6% | +14.6% | +16.1% |
| 3M | +1.6% | +2.3% | -0.7% | +0.6% |
| 6M | +8.5% | +13.0% | -4.5% | +2.0% |
| YTD | +18.6% | +26.2% | -7.6% | +5.5% |
| 1Y | +5.7% | +30.5% | -24.7% | -7.4% |
| 3Y | +74.0% | +86.2% | -12.2% | +32.4% |
| 5Y | +83.9% | +72.9% | +11.0% | +42.5% |
| 10Y | +494.6% | +205.0% | +289.6% | +263.4% |
| All | +494.6% | +212.1% | +282.5% | +263.4% |
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