+70.0%
FDX vs IR
+44.3%
+25.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.4% |
| 7D | -1.6% | +3.7% | -5.3% | -3.4% |
| 30D | +6.6% | +7.4% | -0.8% | +2.5% |
| 3M | -2.1% | -5.9% | +3.9% | +0.5% |
| 6M | +2.2% | +5.6% | -3.4% | -1.7% |
| YTD | +33.9% | +4.8% | +29.1% | +28.4% |
| 1Y | +50.2% | +6.9% | +43.3% | +42.3% |
| 3Y | +65.5% | +27.6% | +38.0% | +35.7% |
| All | +70.0% | +44.3% | +25.7% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling