+1,159.2%
FDX vs IBN
+1,726.4%
-567.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -3.7% |
| 7D | -1.6% | +15.1% | -16.7% | -4.8% |
| 30D | +6.6% | +21.6% | -15.0% | +1.9% |
| 3M | -2.1% | +11.2% | -13.3% | -4.5% |
| 6M | +2.2% | +27.8% | -25.6% | -3.5% |
| YTD | +33.9% | +14.7% | +19.3% | +29.5% |
| 1Y | +50.2% | +14.4% | +35.8% | +45.3% |
| 3Y | +65.5% | +52.1% | +13.4% | +49.1% |
| 5Y | +74.1% | +70.7% | +3.4% | +52.5% |
| 10Y | +156.7% | +385.5% | -228.9% | +72.2% |
| All | +1,159.2% | +1,726.4% | -567.2% | +494.6% |
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