+67.5%
FERG vs IWF
+71.2%
-3.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -1.0% | -1.7% | +0.7% | +0.2% |
| 30D | -11.8% | -1.8% | -10.0% | -10.7% |
| 3M | -1.2% | +1.5% | -2.7% | -2.4% |
| 6M | -2.3% | +7.7% | -10.0% | -7.7% |
| YTD | +0.8% | +2.7% | -1.9% | -1.6% |
| 1Y | +0.5% | +6.8% | -6.3% | -4.6% |
| 3Y | +51.4% | +76.9% | -25.5% | -1.7% |
| 5Y | +67.5% | +73.4% | -5.9% | +5.8% |
| All | +67.5% | +71.2% | -3.7% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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