+175.5%
FDX vs IRM
+407.3%
-231.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -3.3% | +1.6% | -4.9% | -3.9% |
| 30D | -1.4% | -4.2% | +2.8% | 0.0% |
| 3M | -4.5% | -5.4% | +0.9% | -3.0% |
| 6M | +9.4% | +12.0% | -2.6% | +3.9% |
| YTD | +36.0% | +42.0% | -6.0% | +17.5% |
| 1Y | +75.5% | +29.9% | +45.6% | +55.8% |
| 3Y | +62.8% | +104.4% | -41.6% | +16.9% |
| 5Y | +64.4% | +191.0% | -126.6% | -0.2% |
| 10Y | +175.5% | +417.1% | -241.6% | +28.7% |
| All | +175.5% | +407.3% | -231.8% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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