+74.2%
FDX vs IOT
+68.2%
+6.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.2% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | +9.3% | +1.6% | +7.7% | +9.1% |
| 3M | +0.5% | +3.3% | -2.8% | 0.0% |
| 6M | +5.3% | +42.0% | -36.7% | +1.7% |
| YTD | +38.6% | +19.1% | +19.5% | +35.8% |
| 1Y | +53.5% | +8.8% | +44.8% | +52.1% |
| 3Y | +74.2% | +79.2% | -5.0% | +57.1% |
| All | +74.2% | +68.2% | +6.0% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling