+147.3%
IBM vs FERG
+424.2%
-277.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.6% | +9.7% | -8.2% | +0.3% |
| 30D | +9.2% | +15.0% | -5.8% | +7.1% |
| 3M | +4.9% | +3.8% | +1.2% | +4.3% |
| 6M | +16.8% | +10.6% | +6.1% | +14.8% |
| YTD | -14.3% | +17.0% | -31.3% | -16.6% |
| 1Y | -16.7% | +7.1% | -23.8% | -18.0% |
| 3Y | +82.2% | +67.7% | +14.5% | +67.7% |
| 5Y | +149.9% | +76.4% | +73.5% | +124.9% |
| All | +147.3% | +424.2% | -277.0% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling