+66.0%
IWM vs FERG
+54.4%
+11.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | +1.4% | +3.4% | -2.0% | +0.1% |
| 30D | -2.3% | -11.5% | +9.2% | +2.4% |
| 3M | +4.0% | +1.3% | +2.7% | +2.7% |
| 6M | +17.9% | -1.0% | +18.9% | +17.2% |
| YTD | +20.2% | +3.2% | +17.0% | +17.3% |
| 1Y | +25.0% | -3.0% | +27.9% | +24.5% |
| 3Y | +66.0% | +55.0% | +11.0% | +32.4% |
| All | +66.0% | +54.4% | +11.6% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling