+1,348.4%
FERG vs IWD
+531.2%
+817.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.6% |
| 7D | 0.0% | -0.3% | +0.2% | +0.1% |
| 30D | -10.2% | +0.6% | -10.8% | -10.4% |
| 3M | -0.6% | +7.2% | -7.8% | -3.0% |
| 6M | -6.5% | +16.2% | -22.7% | -11.2% |
| YTD | +4.2% | +23.3% | -19.2% | -3.0% |
| 1Y | -2.3% | +29.6% | -31.8% | -10.3% |
| 3Y | +48.5% | +70.5% | -22.0% | +26.7% |
| 5Y | +72.0% | +73.5% | -1.5% | +46.0% |
| 10Y | +369.9% | +198.3% | +171.6% | +281.5% |
| All | +1,348.4% | +531.2% | +817.2% | +1,080.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling