+3,105.0%
FDX vs IT
+6,105.9%
-3,000.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | +0.4% |
| 7D | -2.5% | -6.0% | +3.5% | -1.3% |
| 30D | +3.8% | 0.0% | +3.8% | +3.6% |
| 3M | -1.3% | +13.1% | -14.4% | -5.2% |
| 6M | +5.0% | +11.7% | -6.7% | +0.5% |
| YTD | +39.6% | -26.1% | +65.8% | +44.3% |
| 1Y | +81.1% | -21.3% | +102.4% | +83.9% |
| 3Y | +63.0% | -46.7% | +109.8% | +76.7% |
| 5Y | +65.6% | -40.5% | +106.1% | +73.4% |
| 10Y | +183.4% | +103.9% | +79.5% | +126.3% |
| All | +3,105.0% | +6,105.9% | -3,000.9% | +1,561.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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