+177.2%
FDX vs IJH
+184.0%
-6.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.7% |
| 7D | -3.3% | -1.9% | -1.4% | -1.5% |
| 30D | -4.5% | -4.6% | +0.1% | -0.2% |
| 3M | -7.3% | -1.2% | -6.2% | -6.4% |
| 6M | +7.5% | +9.4% | -1.9% | -1.2% |
| YTD | +35.1% | +13.3% | +21.8% | +20.1% |
| 1Y | +71.4% | +13.4% | +58.0% | +52.1% |
| 3Y | +60.8% | +50.4% | +10.4% | +8.9% |
| 5Y | +65.5% | +49.0% | +16.5% | +12.4% |
| All | +177.2% | +184.0% | -6.9% | +10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling