+1,212.8%
FDX vs IBN
+1,532.9%
-320.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | +3.8% | -0.3% | +4.1% | +3.8% |
| 3M | -1.3% | +17.1% | -18.4% | -4.8% |
| 6M | +5.0% | +3.4% | +1.6% | +4.1% |
| YTD | +39.6% | +2.5% | +37.1% | +38.6% |
| 1Y | +81.1% | -4.2% | +85.3% | +82.2% |
| 3Y | +63.0% | +32.4% | +30.6% | +51.5% |
| 5Y | +65.6% | +59.2% | +6.4% | +47.3% |
| 10Y | +183.4% | +345.7% | -162.3% | +93.6% |
| All | +1,212.8% | +1,532.9% | -320.1% | +536.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling