+38.9%
IGV vs FERG
+52.4%
-13.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.8% |
| 30D | -3.0% | -15.1% | +12.0% | +1.5% |
| 3M | +9.6% | -4.8% | +14.4% | +10.9% |
| 6M | +16.1% | -2.5% | +18.6% | +15.7% |
| YTD | -3.6% | +1.8% | -5.4% | -5.7% |
| 1Y | -7.8% | -0.3% | -7.5% | -9.6% |
| All | +38.9% | +52.4% | -13.5% | +12.2% |
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 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