+149.9%
IBM vs FDX
+160.0%
-10.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.5% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | +8.4% | +9.3% | -0.9% | +5.8% |
| 3M | +4.5% | +0.5% | +4.0% | +4.1% |
| 6M | +7.9% | +5.3% | +2.6% | +5.8% |
| YTD | -15.2% | +38.6% | -53.8% | -23.4% |
| 1Y | -17.6% | +53.5% | -71.1% | -27.7% |
| 3Y | +82.1% | +74.2% | +7.8% | +48.5% |
| 5Y | +143.3% | +75.3% | +68.1% | +91.5% |
| 10Y | +149.9% | +156.3% | -6.3% | +53.5% |
| All | +149.9% | +160.0% | -10.1% | +53.5% |
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