+120.6%
IBM vs FERG
+70.2%
+50.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +3.6% |
| 7D | +3.6% | +0.9% | +2.7% | +3.4% |
| 30D | +1.5% | -15.1% | +16.6% | +4.7% |
| 3M | -12.9% | -4.8% | -8.1% | -12.4% |
| 6M | -3.9% | -2.5% | -1.4% | -4.2% |
| YTD | -17.3% | +1.8% | -19.2% | -18.4% |
| 1Y | -5.0% | -0.3% | -4.7% | -6.0% |
| 3Y | +78.2% | +52.9% | +25.3% | +56.6% |
| 5Y | +120.6% | +69.3% | +51.3% | +81.2% |
| All | +120.6% | +70.2% | +50.5% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling