+58.8%
FDX vs IRM
+10.0%
+48.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | -5.1% | +5.5% | +1.4% |
| 30D | +9.5% | -3.3% | +12.8% | +10.1% |
| 3M | -1.3% | -8.2% | +6.8% | -0.1% |
| 6M | +5.5% | -12.8% | +18.3% | +7.6% |
| YTD | +38.9% | +36.6% | +2.3% | +33.4% |
| 1Y | +58.8% | +11.9% | +46.9% | +58.0% |
| All | +58.8% | +10.0% | +48.8% | +58.0% |
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