+789.9%
IVV vs FERG
+1,545.2%
-755.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.6% | +7.2% | -7.8% | -1.5% |
| 30D | -3.7% | +17.9% | -21.6% | -5.6% |
| 3M | -2.7% | -1.3% | -1.5% | -2.7% |
| 6M | +2.2% | +8.3% | -6.1% | +1.0% |
| YTD | +10.9% | +18.3% | -7.4% | +8.3% |
| 1Y | +11.3% | +4.7% | +6.6% | +10.2% |
| 3Y | +76.9% | +70.3% | +6.6% | +65.1% |
| 5Y | +73.5% | +84.6% | -11.2% | +58.8% |
| 10Y | +307.4% | +430.3% | -122.9% | +256.0% |
| All | +789.9% | +1,545.2% | -755.3% | +664.4% |
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