+1,545.2%
FERG vs IWD
+545.8%
+999.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +7.2% | +1.6% | +5.6% | +6.7% |
| 30D | +17.9% | +3.6% | +14.3% | +16.5% |
| 3M | -1.3% | +2.0% | -3.3% | -1.9% |
| 6M | +8.3% | +13.1% | -4.7% | +3.9% |
| YTD | +18.3% | +26.2% | -7.9% | +9.4% |
| 1Y | +4.7% | +29.6% | -24.9% | -4.0% |
| 3Y | +70.3% | +84.3% | -14.0% | +42.2% |
| 5Y | +84.6% | +73.4% | +11.2% | +56.0% |
| 10Y | +430.3% | +202.4% | +227.9% | +327.9% |
| All | +1,545.2% | +545.8% | +999.4% | +1,231.0% |
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