+50.4%
FERG vs IYR
+29.0%
+21.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -2.6% | -1.4% | -1.2% | -1.6% |
| 30D | -8.9% | -2.7% | -6.2% | -7.2% |
| 3M | -2.0% | -2.1% | +0.1% | -0.9% |
| 6M | -3.2% | +3.6% | -6.8% | -5.9% |
| YTD | +1.5% | +8.1% | -6.6% | -4.3% |
| 1Y | +0.5% | +4.7% | -4.2% | -3.1% |
| 3Y | +50.4% | +29.1% | +21.3% | +29.3% |
| All | +50.4% | +29.0% | +21.5% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling