+74.1%
FDX vs IBN
+57.3%
+16.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +5.2% | +1.9% | +3.3% | +4.7% |
| 30D | +11.3% | +22.1% | -10.8% | +5.5% |
| 3M | -4.1% | +17.1% | -21.2% | -8.1% |
| 6M | +9.6% | +35.5% | -25.9% | +0.6% |
| YTD | +40.9% | +16.8% | +24.1% | +34.0% |
| 1Y | +53.0% | +12.4% | +40.6% | +46.6% |
| 3Y | +74.1% | +58.0% | +16.0% | +51.8% |
| All | +74.1% | +57.3% | +16.7% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling