+925.8%
FDX vs IEF
+129.4%
+796.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -2.5% | -0.3% | -2.2% | -2.8% |
| 30D | +3.8% | -0.8% | +4.6% | +3.0% |
| 3M | -1.3% | -1.0% | -0.3% | -2.4% |
| 6M | +5.0% | -2.8% | +7.8% | +1.8% |
| YTD | +39.6% | -1.5% | +41.1% | +37.2% |
| 1Y | +81.1% | -0.4% | +81.6% | +79.9% |
| 3Y | +63.0% | +9.7% | +53.4% | +79.7% |
| 5Y | +65.6% | -8.3% | +73.9% | +42.9% |
| 10Y | +183.4% | +4.6% | +178.7% | +200.7% |
| All | +925.8% | +129.4% | +796.4% | +3,020.2% |
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