+4,087.3%
FDX vs IFF
+856.0%
+3,231.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -2.5% | -1.8% | -0.7% | -1.8% |
| 30D | +3.8% | -2.0% | +5.8% | +4.5% |
| 3M | -1.3% | +18.5% | -19.8% | -8.9% |
| 6M | +5.0% | +11.7% | -6.7% | -1.6% |
| YTD | +39.6% | +29.6% | +10.1% | +22.3% |
| 1Y | +81.1% | +35.0% | +46.2% | +55.3% |
| 3Y | +63.0% | +32.3% | +30.8% | +37.9% |
| 5Y | +65.6% | -34.6% | +100.2% | +83.1% |
| 10Y | +183.4% | -20.6% | +204.0% | +172.6% |
| All | +4,087.3% | +856.0% | +3,231.3% | +1,258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling