+44.7%
IBKR vs FDX
+80.8%
-36.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.3% | -2.5% | -0.7% | -2.5% |
| 30D | +4.5% | +3.8% | +0.7% | +3.2% |
| 3M | +6.5% | -1.3% | +7.8% | +6.6% |
| 6M | +34.2% | +5.0% | +29.2% | +29.5% |
| YTD | +44.5% | +39.6% | +4.8% | +22.9% |
| 1Y | +44.7% | +81.1% | -36.4% | +12.9% |
| All | +44.7% | +80.8% | -36.1% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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