+3.1%
FERG vs INVH
+1.1%
+2.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.4% |
| 7D | +7.7% | +3.1% | +4.6% | +6.5% |
| 30D | +11.5% | +5.8% | +5.7% | +9.3% |
| 3M | -2.4% | -8.5% | +6.1% | +0.4% |
| 6M | -4.0% | -1.3% | -2.6% | -3.6% |
| YTD | +13.4% | +2.6% | +10.8% | +13.0% |
| 1Y | +3.1% | +0.7% | +2.3% | +2.1% |
| All | +3.1% | +1.1% | +2.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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