+68.2%
IVV vs FERG
+65.9%
+2.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.6% |
| 7D | -2.7% | -2.1% | -0.6% | -2.0% |
| 30D | -5.4% | +8.7% | -14.0% | -7.8% |
| 3M | -4.1% | -7.4% | +3.4% | -2.0% |
| 6M | +0.7% | -6.6% | +7.4% | +2.3% |
| YTD | +8.7% | +6.6% | +2.1% | +5.4% |
| 1Y | +11.0% | -3.6% | +14.5% | +10.9% |
| 3Y | +75.4% | +56.4% | +19.0% | +41.9% |
| All | +68.2% | +65.9% | +2.2% | +25.3% |
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