+3.1%
FERG vs IJH
+17.8%
-14.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +1.9% |
| 7D | +7.7% | +1.7% | +6.0% | +5.6% |
| 30D | +11.5% | +1.2% | +10.2% | +9.9% |
| 3M | -2.4% | -3.4% | +1.1% | +1.9% |
| 6M | -4.0% | +3.7% | -7.7% | -8.1% |
| YTD | +13.4% | +13.9% | -0.6% | -3.4% |
| 1Y | +3.1% | +17.4% | -14.4% | -16.0% |
| All | +3.1% | +17.8% | -14.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling