+76.2%
FDX vs IRM
+187.5%
-111.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +5.2% | +6.8% | -1.6% | +3.1% |
| 30D | +11.3% | +2.6% | +8.7% | +10.2% |
| 3M | -4.1% | -9.5% | +5.4% | -1.6% |
| 6M | +9.6% | -8.5% | +18.1% | +11.8% |
| YTD | +40.9% | +40.3% | +0.6% | +23.8% |
| 1Y | +53.0% | +28.7% | +24.3% | +38.2% |
| 3Y | +74.1% | +111.8% | -37.7% | +25.2% |
| All | +76.2% | +187.5% | -111.3% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling