+73.7%
FDX vs IEF
-2.3%
+76.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.9% |
| 7D | -3.9% | -1.2% | -2.7% | -2.3% |
| 30D | -3.3% | -1.5% | -1.8% | -1.3% |
| 3M | -2.0% | -1.7% | -0.3% | +0.4% |
| 6M | +8.0% | -3.5% | +11.6% | +12.9% |
| YTD | +35.0% | -2.6% | +37.6% | +40.2% |
| 1Y | +73.7% | -2.4% | +76.1% | +84.5% |
| All | +73.7% | -2.3% | +76.0% | +84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling