+479.6%
IWM vs FERG
+1,348.4%
-868.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.3% | -10.2% | +8.9% | +0.4% |
| 3M | +1.6% | -0.6% | +2.2% | +1.5% |
| 6M | +13.6% | -6.5% | +20.1% | +14.5% |
| YTD | +20.8% | +4.2% | +16.6% | +19.7% |
| 1Y | +26.4% | -2.3% | +28.7% | +26.4% |
| 3Y | +60.7% | +48.5% | +12.2% | +51.1% |
| 5Y | +38.2% | +72.0% | -33.8% | +26.6% |
| 10Y | +169.5% | +369.9% | -200.4% | +133.2% |
| All | +479.6% | +1,348.4% | -868.8% | +386.4% |
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