+2,569.1%
FDX vs IRM
+9,964.6%
-7,395.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -2.5% | -0.5% | -2.1% | -2.4% |
| 30D | +3.8% | -8.1% | +11.9% | +6.4% |
| 3M | -1.3% | -9.7% | +8.4% | +1.4% |
| 6M | +5.0% | +10.0% | -5.0% | +1.3% |
| YTD | +39.6% | +43.0% | -3.4% | +23.7% |
| 1Y | +81.1% | +32.7% | +48.5% | +63.3% |
| 3Y | +63.0% | +102.7% | -39.7% | +26.5% |
| 5Y | +65.6% | +187.6% | -122.0% | +13.5% |
| 10Y | +183.4% | +420.1% | -236.8% | +56.7% |
| All | +2,569.1% | +9,964.6% | -7,395.5% | +734.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling