+153.5%
FDX vs IJR
+151.4%
+2.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.2% | +2.2% | +3.0% | +3.3% |
| 30D | +11.3% | +3.8% | +7.4% | +7.8% |
| 3M | -4.1% | -5.7% | +1.6% | +0.8% |
| 6M | +9.6% | +4.6% | +5.0% | +5.4% |
| YTD | +40.9% | +18.0% | +22.9% | +22.4% |
| 1Y | +53.0% | +21.8% | +31.2% | +29.2% |
| 3Y | +74.1% | +61.1% | +13.0% | +14.5% |
| 5Y | +75.1% | +27.3% | +47.8% | +40.2% |
| All | +153.5% | +151.4% | +2.2% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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