+4,029.2%
FDX vs IP
+327.4%
+3,701.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +2.4% | -18.0% | +20.4% | +9.9% |
| 6M | +9.2% | +10.3% | -1.1% | +3.6% |
| YTD | +37.7% | -9.9% | +47.6% | +39.1% |
| 1Y | +56.1% | -1.1% | +57.2% | +51.8% |
| 3Y | +68.9% | +13.0% | +55.9% | +50.1% |
| 5Y | +79.0% | -12.3% | +91.2% | +76.1% |
| 10Y | +163.9% | +26.8% | +137.1% | +120.0% |
| All | +4,029.2% | +327.4% | +3,701.8% | +1,469.3% |
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