+168.0%
IWM vs FERG
+352.7%
-184.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | -3.1% | -15.1% | +11.9% | +0.5% |
| 3M | +2.2% | -4.8% | +7.1% | +3.1% |
| 6M | +15.1% | -2.5% | +17.5% | +15.3% |
| YTD | +18.6% | +1.8% | +16.8% | +17.6% |
| 1Y | +24.0% | -0.3% | +24.3% | +23.3% |
| 3Y | +63.7% | +52.9% | +10.8% | +48.7% |
| 5Y | +38.2% | +69.3% | -31.1% | +21.6% |
| All | +168.0% | +352.7% | -184.7% | +110.0% |
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