+319.7%
FERG vs INVH
+75.5%
+244.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -1.0% | -3.1% | +2.1% | -0.3% |
| 30D | -11.8% | -7.5% | -4.3% | -10.2% |
| 3M | -1.2% | -6.3% | +5.1% | +0.2% |
| 6M | -2.3% | +9.4% | -11.8% | -4.4% |
| YTD | +0.8% | +1.4% | -0.6% | +0.2% |
| 1Y | +0.5% | -4.1% | +4.6% | +1.1% |
| 3Y | +51.4% | -9.2% | +60.6% | +53.6% |
| 5Y | +67.5% | -19.6% | +87.1% | +71.5% |
| All | +319.7% | +75.5% | +244.2% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling