+177.0%
FDX vs ITW
+191.6%
-14.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.5% |
| 7D | -3.9% | -2.4% | -1.5% | -2.2% |
| 30D | -3.3% | -9.5% | +6.2% | +3.9% |
| 3M | -2.0% | +6.6% | -8.6% | -6.8% |
| 6M | +8.0% | -1.8% | +9.8% | +8.9% |
| YTD | +35.0% | +9.0% | +26.0% | +26.2% |
| 1Y | +73.7% | +3.6% | +70.1% | +67.9% |
| 3Y | +61.6% | +19.4% | +42.2% | +41.3% |
| 5Y | +65.4% | +36.4% | +29.0% | +29.9% |
| All | +177.0% | +191.6% | -14.6% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ITW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling