+66.1%
FDX vs IVZ
+144.8%
-78.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -2.5% | +0.6% | -3.2% | -2.8% |
| 30D | +3.8% | +4.0% | -0.2% | +2.3% |
| 3M | -1.3% | +18.2% | -19.5% | -7.6% |
| 6M | +5.0% | +32.8% | -27.8% | -6.4% |
| YTD | +39.6% | +28.7% | +10.9% | +25.0% |
| 1Y | +81.1% | +55.4% | +25.8% | +49.7% |
| All | +66.1% | +144.8% | -78.7% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling