+175.5%
FDX vs IVZ
+61.1%
+114.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.7% |
| 7D | -3.3% | +1.1% | -4.4% | -3.7% |
| 30D | -1.4% | +3.1% | -4.5% | -2.7% |
| 3M | -4.5% | +18.2% | -22.7% | -11.6% |
| 6M | +9.4% | +38.6% | -29.2% | -6.1% |
| YTD | +36.0% | +25.9% | +10.1% | +20.9% |
| 1Y | +75.5% | +51.7% | +23.8% | +43.2% |
| 3Y | +62.8% | +138.7% | -75.9% | +4.7% |
| 5Y | +64.4% | +62.8% | +1.6% | +21.0% |
| 10Y | +175.5% | +60.9% | +114.5% | +88.6% |
| All | +175.5% | +61.1% | +114.4% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling