+1,348.4%
FERG vs IWF
+1,066.4%
+282.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | +0.5% | -0.6% | -0.2% |
| 30D | -10.2% | -0.4% | -9.8% | -10.1% |
| 3M | -0.6% | -2.6% | +2.0% | +0.2% |
| 6M | -6.5% | +9.1% | -15.7% | -9.3% |
| YTD | +4.2% | +4.5% | -0.3% | +2.5% |
| 1Y | -2.3% | +10.1% | -12.3% | -5.4% |
| 3Y | +48.5% | +77.6% | -29.1% | +24.8% |
| 5Y | +72.0% | +73.7% | -1.7% | +41.9% |
| 10Y | +369.9% | +411.5% | -41.7% | +252.6% |
| All | +1,348.4% | +1,066.4% | +282.0% | +986.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling