+679.6%
FDX vs IAG
+377.5%
+302.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | -1.3% | +19.1% | -20.4% | -2.2% |
| 6M | +5.0% | -10.3% | +15.3% | +5.1% |
| YTD | +39.6% | +24.2% | +15.4% | +37.6% |
| 1Y | +81.1% | +116.5% | -35.4% | +74.4% |
| 3Y | +63.0% | +742.8% | -679.8% | +46.5% |
| 5Y | +65.6% | +753.3% | -687.7% | +46.0% |
| 10Y | +183.4% | +403.2% | -219.8% | +146.2% |
| All | +679.6% | +377.5% | +302.1% | +532.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling