+141.2%
FDX vs IR
+342.0%
-200.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +1.3% |
| 7D | +0.2% | +5.0% | -4.8% | -2.1% |
| 30D | +9.3% | +10.3% | -1.0% | +4.1% |
| 3M | +0.5% | -0.1% | +0.6% | 0.0% |
| 6M | +5.3% | +14.8% | -9.4% | -2.2% |
| YTD | +38.6% | +9.7% | +28.8% | +30.8% |
| 1Y | +53.5% | +12.2% | +41.3% | +43.2% |
| 3Y | +74.2% | +30.0% | +44.2% | +48.1% |
| 5Y | +75.3% | +46.8% | +28.4% | +37.8% |
| All | +141.2% | +342.0% | -200.8% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling