+62.8%
FDX vs IBN
+29.3%
+33.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.9% |
| 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% | -8.5% |
| 6M | +9.4% | +5.6% | +3.8% | +7.2% |
| YTD | +36.0% | -0.1% | +36.1% | +34.9% |
| 1Y | +75.5% | -6.5% | +82.0% | +76.2% |
| 3Y | +62.8% | +29.3% | +33.5% | +45.9% |
| All | +62.8% | +29.3% | +33.5% | +45.9% |
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