-2.3%
FERG vs INVH
-2.4%
+0.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | 0.0% | -2.9% | +2.9% | +0.8% |
| 30D | -10.2% | -6.9% | -3.3% | -8.3% |
| 3M | -0.6% | -2.7% | +2.1% | +0.2% |
| 6M | -6.5% | +8.2% | -14.7% | -8.3% |
| YTD | +4.2% | +4.5% | -0.3% | +3.3% |
| 1Y | -2.3% | -2.3% | +0.1% | -2.1% |
| All | -2.3% | -2.4% | +0.1% | -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