+83.2%
FDX vs IOT
+69.6%
+13.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | -2.1% | -1.3% | -0.7% | -1.9% |
| 30D | +10.4% | +1.5% | +8.9% | +10.2% |
| 3M | +0.5% | +4.8% | -4.3% | -0.3% |
| 6M | +6.5% | +45.3% | -38.8% | +1.1% |
| YTD | +40.2% | +19.2% | +21.1% | +35.0% |
| 1Y | +52.1% | +6.1% | +46.0% | +48.5% |
| 3Y | +72.8% | +76.0% | -3.2% | +51.8% |
| All | +83.2% | +69.6% | +13.6% | +43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling