+65.8%
FDX vs IAG
+746.3%
-680.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +3.8% | +28.9% | -25.1% | +3.0% |
| 3M | -1.3% | +19.1% | -20.4% | -2.1% |
| 6M | +5.0% | -10.3% | +15.3% | +4.4% |
| YTD | +39.6% | +24.2% | +15.4% | +38.5% |
| 1Y | +81.1% | +116.5% | -35.4% | +79.4% |
| All | +65.8% | +746.3% | -680.5% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling