+67.1%
FDX vs IBN
+61.6%
+5.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -2.5% | +1.4% | -3.9% | -3.1% |
| 30D | +3.8% | -0.3% | +4.1% | +3.8% |
| 3M | -1.3% | +17.1% | -18.4% | -7.5% |
| 6M | +5.0% | +3.4% | +1.6% | +3.2% |
| YTD | +39.6% | +2.5% | +37.1% | +37.5% |
| 1Y | +81.1% | -4.2% | +85.3% | +82.4% |
| 3Y | +63.0% | +32.4% | +30.6% | +39.1% |
| All | +67.1% | +61.6% | +5.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling