+66.1%
FDX vs IEF
+10.3%
+55.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +3.8% | -0.8% | +4.6% | +3.9% |
| 3M | -1.3% | -1.0% | -0.3% | -1.2% |
| 6M | +5.0% | -2.8% | +7.8% | +4.9% |
| YTD | +39.6% | -1.5% | +41.1% | +39.7% |
| 1Y | +81.1% | -0.4% | +81.6% | +81.6% |
| All | +66.1% | +10.3% | +55.8% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling