+918.0%
FDX vs IEF
+129.0%
+789.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.5% | +3.4% |
| 7D | +0.2% | +0.3% | -0.1% | +0.5% |
| 30D | +9.3% | +2.7% | +6.6% | +12.2% |
| 3M | +0.5% | -0.8% | +1.3% | -0.5% |
| 6M | +5.3% | -1.7% | +7.0% | +3.3% |
| YTD | +38.6% | -1.6% | +40.2% | +35.7% |
| 1Y | +53.5% | -1.6% | +55.1% | +50.4% |
| 3Y | +74.2% | +12.4% | +61.8% | +97.3% |
| 5Y | +75.3% | -7.6% | +82.9% | +52.8% |
| 10Y | +156.3% | +7.6% | +148.7% | +181.4% |
| All | +918.0% | +129.0% | +789.0% | +2,988.1% |
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 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