+59.4%
FDX vs IJR
+52.6%
+6.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.7% |
| 7D | -2.3% | -1.1% | -1.2% | -1.4% |
| 30D | -4.9% | -3.6% | -1.3% | -2.0% |
| 3M | -6.5% | +2.3% | -8.8% | -8.2% |
| 6M | +6.7% | +14.3% | -7.7% | -4.2% |
| YTD | +33.9% | +19.3% | +14.6% | +16.3% |
| 1Y | +72.2% | +22.6% | +49.6% | +46.0% |
| All | +59.4% | +52.6% | +6.8% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling