+793.1%
IVV vs FERG
+1,548.3%
-755.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +11.2% | -8.9% | +1.0% |
| 7D | +0.1% | +7.3% | -7.2% | -0.8% |
| 30D | -3.3% | +18.1% | -21.4% | -5.3% |
| 3M | -2.4% | +1.6% | -4.0% | -2.7% |
| 6M | +2.6% | +8.5% | -5.9% | +1.4% |
| YTD | +11.3% | +18.6% | -7.3% | +8.7% |
| 1Y | +13.4% | +5.7% | +7.7% | +12.2% |
| 3Y | +80.3% | +74.0% | +6.3% | +67.9% |
| 5Y | +72.7% | +83.9% | -11.2% | +58.1% |
| 10Y | +309.6% | +494.6% | -184.9% | +256.8% |
| All | +793.1% | +1,548.3% | -755.2% | +666.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling