+65.7%
FDX vs IRE
-97.3%
+163.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.5% |
| 7D | +0.2% | -15.5% | +15.7% | +0.2% |
| 30D | +9.3% | -70.4% | +79.7% | +10.3% |
| 3M | +0.5% | -81.6% | +82.1% | +1.7% |
| 6M | +5.3% | -94.7% | +100.0% | +8.0% |
| YTD | +38.6% | -91.8% | +130.3% | +39.4% |
| 1Y | +53.5% | -97.6% | +151.1% | +55.9% |
| All | +65.7% | -97.3% | +163.0% | +67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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