+293.0%
IBKR vs FDX
+60.5%
+232.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -3.3% | +1.9% | -0.4% |
| 30D | -0.2% | -4.5% | +4.3% | +1.0% |
| 3M | +3.0% | -7.3% | +10.3% | +5.0% |
| 6M | +33.9% | +7.5% | +26.3% | +30.3% |
| YTD | +42.5% | +35.1% | +7.4% | +30.3% |
| 1Y | +44.9% | +71.4% | -26.5% | +24.3% |
| 3Y | +293.0% | +60.8% | +232.2% | +230.7% |
| All | +293.0% | +60.5% | +232.5% | +230.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling