+71.5%
FERG vs IWD
+73.6%
-2.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +3.1% |
| 7D | 0.0% | -0.3% | +0.2% | +0.3% |
| 30D | -10.2% | +0.6% | -10.8% | -10.8% |
| 3M | -0.6% | +7.2% | -7.8% | -8.5% |
| 6M | -6.5% | +16.2% | -22.7% | -21.8% |
| YTD | +4.2% | +23.3% | -19.2% | -18.6% |
| 1Y | -2.3% | +29.6% | -31.8% | -27.8% |
| 3Y | +48.5% | +70.5% | -22.0% | -19.0% |
| All | +71.5% | +73.6% | -2.1% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling