-2.3%
FERG vs IJR
+25.5%
-27.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +1.9% |
| 7D | 0.0% | -0.2% | +0.1% | +0.2% |
| 30D | -10.2% | -2.4% | -7.8% | -7.8% |
| 3M | -0.6% | +3.9% | -4.5% | -4.7% |
| 6M | -6.5% | +12.4% | -18.9% | -17.9% |
| YTD | +4.2% | +21.5% | -17.3% | -15.6% |
| 1Y | -2.3% | +24.0% | -26.2% | -22.4% |
| All | -2.3% | +25.5% | -27.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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