+177.0%
FDX vs IJR
+170.6%
+6.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.6% |
| 7D | -3.9% | -2.3% | -1.5% | -1.9% |
| 30D | -3.3% | -4.7% | +1.4% | +0.7% |
| 3M | -2.0% | +2.1% | -4.1% | -3.8% |
| 6M | +8.0% | +13.9% | -5.8% | -3.3% |
| YTD | +35.0% | +18.2% | +16.8% | +17.1% |
| 1Y | +73.7% | +21.8% | +51.9% | +46.5% |
| 3Y | +61.6% | +52.2% | +9.4% | +11.6% |
| 5Y | +65.4% | +40.1% | +25.3% | +21.5% |
| All | +177.0% | +170.6% | +6.4% | +23.4% |
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