+75.5%
FDX vs IAG
+100.7%
-25.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | -3.3% | +4.3% | -7.6% | -3.6% |
| 30D | -1.4% | +9.8% | -11.2% | -2.2% |
| 3M | -4.5% | +28.9% | -33.4% | -6.7% |
| 6M | +9.4% | -7.6% | +17.0% | +8.1% |
| YTD | +36.0% | +22.0% | +14.1% | +33.1% |
| 1Y | +75.5% | +99.5% | -24.0% | +72.3% |
| All | +75.5% | +100.7% | -25.2% | +72.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling