+4,087.3%
FDX vs IP
+364.8%
+3,722.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.4% |
| 7D | -2.5% | -5.3% | +2.7% | -0.5% |
| 30D | +3.8% | -10.9% | +14.7% | +8.3% |
| 3M | -1.3% | +11.2% | -12.5% | -6.2% |
| 6M | +5.0% | -10.2% | +15.2% | +7.3% |
| YTD | +39.6% | -2.0% | +41.6% | +37.0% |
| 1Y | +81.1% | -19.1% | +100.2% | +89.9% |
| 3Y | +63.0% | +20.9% | +42.2% | +41.5% |
| 5Y | +65.6% | -17.8% | +83.4% | +67.1% |
| 10Y | +183.4% | +23.5% | +159.8% | +138.3% |
| All | +4,087.3% | +364.8% | +3,722.5% | +1,445.6% |
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