+2,593.9%
FDX vs IVZ
+897.2%
+1,696.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.6% | -2.4% | +0.8% | -0.9% |
| 30D | +6.6% | -11.2% | +17.8% | +10.7% |
| 3M | -2.1% | -14.0% | +11.9% | +2.7% |
| 6M | +2.2% | +0.5% | +1.7% | +1.2% |
| YTD | +33.9% | +5.4% | +28.5% | +29.7% |
| 1Y | +50.2% | +19.5% | +30.8% | +39.3% |
| 3Y | +65.5% | +128.7% | -63.2% | +21.4% |
| 5Y | +74.1% | +28.8% | +45.3% | +51.3% |
| 10Y | +156.7% | +52.3% | +104.4% | +96.2% |
| All | +2,593.9% | +897.2% | +1,696.7% | +1,041.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling