+312.0%
IVV vs FERG
+421.0%
-109.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.3% |
| 7D | +3.3% | +8.2% | -4.8% | +1.8% |
| 30D | -2.7% | +14.4% | -17.0% | -5.0% |
| 3M | -1.7% | +4.3% | -6.1% | -2.6% |
| 6M | +3.2% | +7.9% | -4.7% | +1.4% |
| YTD | +12.0% | +16.3% | -4.3% | +8.5% |
| 1Y | +12.1% | +2.2% | +9.9% | +10.9% |
| 3Y | +78.6% | +67.3% | +11.3% | +61.2% |
| 5Y | +73.8% | +75.3% | -1.5% | +52.1% |
| All | +312.0% | +421.0% | -109.0% | +223.7% |
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