+1,335.0%
FERG vs IYR
+283.1%
+1,051.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | -11.5% | -2.5% | -9.0% | -11.0% |
| 3M | +1.3% | +1.5% | -0.2% | +0.9% |
| 6M | -1.0% | +3.9% | -4.8% | -1.9% |
| YTD | +3.2% | +9.5% | -6.3% | +1.0% |
| 1Y | -3.0% | +7.5% | -10.4% | -4.6% |
| 3Y | +55.0% | +30.8% | +24.2% | +46.8% |
| 5Y | +72.6% | +4.8% | +67.9% | +67.2% |
| 10Y | +358.9% | +64.3% | +294.6% | +332.0% |
| All | +1,335.0% | +283.1% | +1,051.9% | +1,242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IYR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling