+70.0%
FDX vs IAG
+515.1%
-445.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.2% | -9.9% | -3.0% |
| 7D | -1.6% | +21.4% | -23.1% | -2.3% |
| 30D | +6.6% | +4.0% | +2.6% | +6.4% |
| 3M | -2.1% | +17.0% | -19.1% | -2.7% |
| 6M | +2.2% | +1.4% | +0.8% | +1.7% |
| YTD | +33.9% | +13.8% | +20.2% | +32.8% |
| 1Y | +50.2% | +55.8% | -5.6% | +48.0% |
| 3Y | +65.5% | +647.4% | -581.9% | +55.2% |
| All | +70.0% | +515.1% | -445.0% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling