+175.5%
FDX vs IAG
+371.0%
-195.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.6% |
| 7D | -3.3% | +4.3% | -7.6% | -3.4% |
| 30D | -1.4% | +9.8% | -11.2% | -1.6% |
| 3M | -4.5% | +28.9% | -33.4% | -5.1% |
| 6M | +9.4% | -7.6% | +17.0% | +9.2% |
| YTD | +36.0% | +22.0% | +14.1% | +35.1% |
| 1Y | +75.5% | +99.5% | -24.0% | +73.1% |
| 3Y | +62.8% | +818.3% | -755.5% | +55.9% |
| 5Y | +64.4% | +785.9% | -721.5% | +55.3% |
| 10Y | +175.5% | +381.1% | -205.6% | +161.4% |
| All | +175.5% | +371.0% | -195.5% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling