+647.8%
FDX vs IAG
+337.4%
+310.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.2% | -9.9% | -3.0% |
| 7D | -1.6% | +21.4% | -23.1% | -2.4% |
| 30D | +6.6% | +4.0% | +2.6% | +6.3% |
| 3M | -2.1% | +17.0% | -19.1% | -2.9% |
| 6M | +2.2% | +1.4% | +0.8% | +1.7% |
| YTD | +33.9% | +13.8% | +20.2% | +32.4% |
| 1Y | +50.2% | +55.8% | -5.6% | +46.6% |
| 3Y | +65.5% | +647.4% | -581.9% | +49.5% |
| 5Y | +74.1% | +519.1% | -445.1% | +55.5% |
| 10Y | +156.7% | +345.6% | -188.9% | +124.6% |
| All | +647.8% | +337.4% | +310.4% | +508.2% |
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 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