+178.8%
FDX vs IEF
+4.6%
+174.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.7% |
| 7D | -2.3% | -0.3% | -2.0% | -2.5% |
| 30D | -4.9% | -0.6% | -4.3% | -5.2% |
| 3M | -6.5% | -1.0% | -5.5% | -7.1% |
| 6M | +6.7% | -3.1% | +9.7% | +4.4% |
| YTD | +33.9% | -1.9% | +35.7% | +32.1% |
| 1Y | +72.2% | -1.4% | +73.5% | +70.5% |
| 3Y | +60.2% | +9.8% | +50.4% | +72.0% |
| 5Y | +62.9% | -8.8% | +71.8% | +27.3% |
| 10Y | +178.8% | +4.7% | +174.1% | +205.1% |
| All | +178.8% | +4.6% | +174.2% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling