+1,348.4%
FERG vs IYR
+283.4%
+1,065.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | 0.0% | -1.2% | +1.2% | +0.3% |
| 30D | -10.2% | -2.9% | -7.3% | -9.6% |
| 3M | -0.6% | +0.8% | -1.4% | -0.8% |
| 6M | -6.5% | +1.9% | -8.4% | -7.0% |
| YTD | +4.2% | +9.6% | -5.5% | +1.9% |
| 1Y | -2.3% | +8.1% | -10.3% | -4.0% |
| 3Y | +48.5% | +29.2% | +19.3% | +40.9% |
| 5Y | +72.0% | +4.3% | +67.7% | +66.6% |
| 10Y | +369.9% | +64.7% | +305.2% | +342.1% |
| All | +1,348.4% | +283.4% | +1,065.0% | +1,255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling