+53.0%
FDX vs IVZ
+21.9%
+31.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.1% |
| 7D | +5.2% | +6.8% | -1.6% | +3.3% |
| 30D | +11.3% | +3.5% | +7.7% | +10.1% |
| 3M | -4.1% | -10.0% | +5.9% | -1.7% |
| 6M | +9.6% | +4.5% | +5.2% | +8.2% |
| YTD | +40.9% | +12.6% | +28.3% | +34.4% |
| 1Y | +53.0% | +24.4% | +28.6% | +43.0% |
| All | +53.0% | +21.9% | +31.1% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling