+21.2%
IGV vs FERG
+66.7%
-45.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -5.4% | -1.0% | -4.4% | -5.0% |
| 30D | -2.6% | -11.8% | +9.2% | +2.1% |
| 3M | +10.5% | -1.2% | +11.8% | +10.6% |
| 6M | +18.2% | -2.3% | +20.5% | +17.5% |
| YTD | -4.2% | +0.8% | -5.0% | -6.5% |
| 1Y | -9.8% | +0.5% | -10.3% | -12.5% |
| 3Y | +39.1% | +51.4% | -12.3% | +5.8% |
| 5Y | +21.2% | +67.5% | -46.3% | -20.1% |
| All | +21.2% | +66.7% | -45.5% | -20.1% |
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 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