+990.2%
IBKR vs FDX
+182.5%
+807.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -3.3% | +1.9% | -0.2% |
| 30D | -0.2% | -4.5% | +4.3% | +1.4% |
| 3M | +3.0% | -7.3% | +10.3% | +5.6% |
| 6M | +33.9% | +7.5% | +26.3% | +29.3% |
| YTD | +42.5% | +35.1% | +7.4% | +26.4% |
| 1Y | +44.9% | +71.4% | -26.5% | +17.6% |
| 3Y | +293.0% | +60.8% | +232.2% | +213.5% |
| 5Y | +497.7% | +65.5% | +432.2% | +356.2% |
| All | +990.2% | +182.5% | +807.7% | +514.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling