+139.7%
FDX vs IR
+316.5%
-176.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.1% | -2.5% |
| 7D | +2.9% | +2.3% | +0.6% | +1.8% |
| 30D | +9.6% | +3.3% | +6.3% | +7.6% |
| 3M | +2.4% | -9.0% | +11.4% | +6.4% |
| 6M | +9.2% | +8.0% | +1.2% | +4.3% |
| YTD | +37.7% | +3.4% | +34.3% | +33.6% |
| 1Y | +56.1% | +4.5% | +51.6% | +50.5% |
| 3Y | +68.9% | +25.6% | +43.4% | +45.9% |
| 5Y | +79.0% | +43.8% | +35.2% | +42.2% |
| All | +139.7% | +316.5% | -176.8% | +30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling