+74.9%
FDX vs IOT
+55.2%
+19.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.2% | -1.2% |
| 7D | -2.3% | +5.1% | -7.4% | -2.9% |
| 30D | -4.9% | -3.0% | -1.9% | -4.6% |
| 3M | -6.5% | +15.0% | -21.4% | -8.4% |
| 6M | +6.7% | +13.1% | -6.5% | +4.1% |
| YTD | +33.9% | +9.0% | +24.8% | +30.4% |
| 1Y | +72.2% | +0.1% | +72.0% | +69.2% |
| 3Y | +60.2% | +26.4% | +33.8% | +46.7% |
| All | +74.9% | +55.2% | +19.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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