+351.3%
FERG vs IJH
+184.0%
+167.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -2.6% | -1.9% | -0.7% | -1.7% |
| 30D | -8.9% | -4.6% | -4.3% | -6.8% |
| 3M | -2.0% | -1.2% | -0.9% | -1.4% |
| 6M | -3.2% | +9.4% | -12.6% | -6.9% |
| YTD | +1.5% | +13.3% | -11.8% | -3.8% |
| 1Y | +0.5% | +13.4% | -12.9% | -4.6% |
| 3Y | +50.4% | +50.4% | 0.0% | +29.3% |
| 5Y | +68.7% | +49.0% | +19.7% | +44.3% |
| All | +351.3% | +184.0% | +167.3% | +275.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling