+177.2%
FDX vs IFF
-20.3%
+197.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -3.3% | -3.2% | -0.1% | -2.1% |
| 30D | -4.5% | -0.3% | -4.2% | -4.5% |
| 3M | -7.3% | +8.4% | -15.8% | -10.8% |
| 6M | +7.5% | +23.0% | -15.5% | -2.4% |
| YTD | +35.1% | +25.5% | +9.6% | +21.2% |
| 1Y | +71.4% | +29.1% | +42.4% | +51.6% |
| 3Y | +60.8% | +31.7% | +29.2% | +38.0% |
| 5Y | +65.5% | -35.2% | +100.7% | +85.4% |
| All | +177.2% | -20.3% | +197.4% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling