+1,351.2%
FDX vs IJH
+1,068.3%
+282.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.0% |
| 7D | -3.3% | +1.0% | -4.3% | -4.2% |
| 30D | -1.4% | -3.1% | +1.7% | +1.5% |
| 3M | -4.5% | +1.9% | -6.5% | -6.1% |
| 6M | +9.4% | +11.0% | -1.6% | -0.6% |
| YTD | +36.0% | +14.7% | +21.3% | +20.0% |
| 1Y | +75.5% | +15.6% | +59.9% | +53.5% |
| 3Y | +62.8% | +52.5% | +10.3% | +10.2% |
| 5Y | +64.4% | +49.1% | +15.3% | +13.1% |
| 10Y | +175.5% | +177.7% | -2.2% | +7.7% |
| All | +1,351.2% | +1,068.3% | +282.9% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling