+165.3%
IWM vs FERG
+348.1%
-182.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -2.5% | -1.0% | -1.5% | -2.3% |
| 30D | -4.4% | -11.8% | +7.4% | -1.6% |
| 3M | +2.2% | -1.2% | +3.5% | +2.3% |
| 6M | +14.0% | -2.3% | +16.3% | +14.2% |
| YTD | +17.4% | +0.8% | +16.6% | +16.7% |
| 1Y | +22.9% | +0.5% | +22.5% | +22.1% |
| 3Y | +62.1% | +51.4% | +10.7% | +47.6% |
| 5Y | +38.2% | +67.5% | -29.3% | +21.8% |
| All | +165.3% | +348.1% | -182.9% | +108.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling