+64.4%
FDX vs IEF
-8.2%
+72.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -1.4% | -0.7% | -0.7% | -1.4% |
| 3M | -4.5% | -0.4% | -4.1% | -4.5% |
| 6M | +9.4% | -2.5% | +11.9% | +9.4% |
| YTD | +36.0% | -1.6% | +37.6% | +36.1% |
| 1Y | +75.5% | -1.3% | +76.8% | +75.6% |
| 3Y | +62.8% | +10.1% | +52.7% | +62.8% |
| 5Y | +64.4% | -8.3% | +72.7% | +44.6% |
| All | +64.4% | -8.2% | +72.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling