+919.5%
FDX vs IEF
+125.8%
+793.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.8% |
| 7D | +0.8% | -1.9% | +2.7% | -1.1% |
| 30D | +9.9% | +1.1% | +8.8% | +11.0% |
| 3M | -1.9% | -1.9% | 0.0% | -4.0% |
| 6M | +6.1% | -2.4% | +8.5% | +3.3% |
| YTD | +38.8% | -3.0% | +41.8% | +34.0% |
| 1Y | +50.0% | -3.1% | +53.1% | +44.6% |
| 3Y | +71.0% | +10.7% | +60.4% | +90.7% |
| 5Y | +72.5% | -8.0% | +80.5% | +50.3% |
| 10Y | +153.1% | +6.9% | +146.2% | +176.8% |
| All | +919.5% | +125.8% | +793.7% | +2,949.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling