+65.0%
FDX vs IJH
+17.8%
+47.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.0% |
| 7D | +8.1% | +1.7% | +6.5% | +6.5% |
| 30D | +13.9% | +1.2% | +12.7% | +12.6% |
| 3M | +5.5% | -3.4% | +9.0% | +9.0% |
| 6M | +15.1% | +3.7% | +11.5% | +10.9% |
| YTD | +43.2% | +13.9% | +29.3% | +28.9% |
| 1Y | +65.0% | +17.4% | +47.6% | +46.3% |
| All | +65.0% | +17.8% | +47.3% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling