+52.1%
FDX vs IRM
+12.7%
+39.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | -2.1% | -5.3% | +3.2% | -1.2% |
| 30D | +10.4% | -2.3% | +12.7% | +10.8% |
| 3M | +0.5% | -7.4% | +7.9% | +1.6% |
| 6M | +6.5% | -12.2% | +18.7% | +8.5% |
| YTD | +40.2% | +38.6% | +1.6% | +33.3% |
| 1Y | +52.1% | +14.9% | +37.2% | +50.6% |
| All | +52.1% | +12.7% | +39.3% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling