+79.0%
FDX vs IP
-12.5%
+91.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.1% | -2.3% |
| 7D | +2.9% | -5.0% | +7.9% | +5.0% |
| 30D | +9.6% | +6.5% | +3.1% | +6.7% |
| 3M | +2.4% | -18.0% | +20.4% | +10.3% |
| 6M | +9.2% | +10.3% | -1.1% | +2.9% |
| YTD | +37.7% | -9.9% | +47.6% | +38.9% |
| 1Y | +56.1% | -1.1% | +57.2% | +50.5% |
| 3Y | +68.9% | +13.0% | +55.9% | +37.9% |
| 5Y | +79.0% | -12.3% | +91.2% | +78.0% |
| All | +79.0% | -12.5% | +91.4% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling