+1,389.9%
FDX vs IJR
+1,153.0%
+236.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.9% |
| 7D | -2.5% | -0.2% | -2.4% | -2.4% |
| 30D | +3.8% | -2.4% | +6.2% | +5.9% |
| 3M | -1.3% | +3.9% | -5.2% | -4.6% |
| 6M | +5.0% | +12.4% | -7.4% | -4.8% |
| YTD | +39.6% | +21.5% | +18.2% | +18.4% |
| 1Y | +81.1% | +24.0% | +57.1% | +50.6% |
| 3Y | +63.0% | +49.7% | +13.3% | +14.6% |
| 5Y | +65.6% | +39.7% | +25.9% | +22.3% |
| 10Y | +183.4% | +169.0% | +14.3% | +18.3% |
| All | +1,389.9% | +1,153.0% | +236.9% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling