+1,428.5%
IBKR vs FDX
+337.7%
+1,090.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | -1.3% | -3.3% | +1.9% | +0.1% |
| 30D | -0.2% | -4.5% | +4.3% | +1.7% |
| 3M | +3.0% | -7.3% | +10.3% | +6.1% |
| 6M | +33.9% | +7.5% | +26.3% | +28.4% |
| YTD | +42.5% | +35.1% | +7.4% | +23.4% |
| 1Y | +44.9% | +71.4% | -26.5% | +12.7% |
| 3Y | +293.0% | +60.8% | +232.2% | +199.6% |
| 5Y | +497.7% | +65.5% | +432.2% | +329.4% |
| 10Y | +1,004.4% | +181.3% | +823.1% | +451.7% |
| All | +1,428.5% | +337.7% | +1,090.9% | +413.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling