+175.5%
FDX vs IBN
+312.4%
-136.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.8% |
| 7D | -3.3% | -2.2% | -1.1% | -2.7% |
| 30D | -1.4% | -2.3% | +0.9% | -0.8% |
| 3M | -4.5% | +15.9% | -20.4% | -8.8% |
| 6M | +9.4% | +5.6% | +3.8% | +7.3% |
| YTD | +36.0% | -0.1% | +36.1% | +35.6% |
| 1Y | +75.5% | -6.5% | +82.0% | +78.1% |
| 3Y | +62.8% | +29.3% | +33.5% | +47.9% |
| 5Y | +64.4% | +56.6% | +7.8% | +40.1% |
| 10Y | +175.5% | +314.4% | -138.9% | +88.4% |
| All | +175.5% | +312.4% | -136.9% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling