+4,061.8%
FDX vs IFF
+794.2%
+3,267.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.1% |
| 7D | +0.8% | -6.9% | +7.7% | +3.9% |
| 30D | +9.9% | -8.9% | +18.7% | +14.0% |
| 3M | -1.9% | -3.7% | +1.8% | -0.7% |
| 6M | +6.1% | +3.5% | +2.6% | +3.3% |
| YTD | +38.8% | +21.2% | +17.6% | +24.7% |
| 1Y | +50.0% | +25.6% | +24.4% | +32.4% |
| 3Y | +71.0% | +19.7% | +51.3% | +51.1% |
| 5Y | +72.5% | -39.8% | +112.3% | +97.8% |
| 10Y | +153.1% | -13.2% | +166.4% | +133.5% |
| All | +4,061.8% | +794.2% | +3,267.6% | +1,284.8% |
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