+1,301.2%
FERG vs IJH
+538.0%
+763.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -1.0% | -2.5% | +1.5% | -0.2% |
| 30D | -11.8% | -5.0% | -6.8% | -10.2% |
| 3M | -1.2% | +0.5% | -1.8% | -1.3% |
| 6M | -2.3% | +8.2% | -10.5% | -4.6% |
| YTD | +0.8% | +12.4% | -11.7% | -2.7% |
| 1Y | +0.5% | +14.4% | -13.9% | -3.4% |
| 3Y | +51.4% | +49.5% | +1.9% | +36.5% |
| 5Y | +67.5% | +47.8% | +19.7% | +50.8% |
| 10Y | +348.1% | +180.4% | +167.7% | +287.8% |
| All | +1,301.2% | +538.0% | +763.2% | +1,125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling