+67.5%
FERG vs IYR
+4.5%
+63.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | -1.0% | -2.8% | +1.8% | +1.1% |
| 30D | -11.8% | -2.5% | -9.3% | -10.2% |
| 3M | -1.2% | -3.0% | +1.7% | +0.6% |
| 6M | -2.3% | +1.6% | -3.9% | -3.8% |
| YTD | +0.8% | +7.3% | -6.5% | -4.5% |
| 1Y | +0.5% | +5.6% | -5.1% | -3.7% |
| 3Y | +51.4% | +28.1% | +23.3% | +25.7% |
| 5Y | +67.5% | +6.1% | +61.4% | +57.6% |
| All | +67.5% | +4.5% | +63.0% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling