+72.4%
IBM vs FERG
+54.4%
+18.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +0.3% | +3.4% | -3.1% | -0.3% |
| 30D | -1.5% | -11.5% | +10.0% | +0.5% |
| 3M | -16.8% | +1.3% | -18.0% | -17.3% |
| 6M | -9.0% | -1.0% | -8.1% | -9.5% |
| YTD | -20.1% | +3.2% | -23.3% | -21.2% |
| 1Y | -7.0% | -3.0% | -4.1% | -7.4% |
| 3Y | +72.4% | +55.0% | +17.4% | +57.0% |
| All | +72.4% | +54.4% | +18.0% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling