+4,087.3%
FDX vs ITW
+9,591.0%
-5,503.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -2.5% | -3.6% | +1.0% | -0.5% |
| 30D | +3.8% | -9.1% | +12.9% | +9.4% |
| 3M | -1.3% | +8.2% | -9.5% | -5.7% |
| 6M | +5.0% | -4.8% | +9.8% | +7.7% |
| YTD | +39.6% | +11.0% | +28.6% | +31.5% |
| 1Y | +81.1% | +4.2% | +76.9% | +76.3% |
| 3Y | +63.0% | +17.3% | +45.8% | +49.4% |
| 5Y | +65.6% | +33.0% | +32.6% | +41.2% |
| 10Y | +183.4% | +182.3% | +1.0% | +62.2% |
| All | +4,087.3% | +9,591.0% | -5,503.7% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling