+4,193.4%
FDX vs IP
+345.0%
+3,848.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | +3.0% |
| 7D | +8.1% | +3.4% | +4.8% | +6.7% |
| 30D | +13.9% | +11.2% | +2.7% | +9.1% |
| 3M | +5.5% | -14.8% | +20.3% | +11.6% |
| 6M | +15.1% | +17.3% | -2.2% | +6.6% |
| YTD | +43.2% | -6.2% | +49.4% | +42.4% |
| 1Y | +65.0% | +2.3% | +62.7% | +58.3% |
| 3Y | +75.7% | +17.7% | +58.0% | +53.6% |
| 5Y | +84.4% | -8.4% | +92.8% | +78.4% |
| 10Y | +174.4% | +32.1% | +142.3% | +125.1% |
| All | +4,193.4% | +345.0% | +3,848.5% | +1,506.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling