+71.1%
FDX vs IR
+28.5%
+42.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +0.5% | +1.5% | -1.1% | -0.2% |
| 30D | +9.5% | +9.0% | +0.5% | +5.0% |
| 3M | -1.3% | -0.9% | -0.5% | -1.2% |
| 6M | +5.5% | +13.4% | -7.9% | -1.5% |
| YTD | +38.9% | +8.5% | +30.4% | +31.6% |
| 1Y | +58.8% | +11.3% | +47.6% | +48.6% |
| 3Y | +71.1% | +26.0% | +45.1% | +32.0% |
| All | +71.1% | +28.5% | +42.6% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling