-20.2%
IBM vs FDX
+50.3%
-70.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.3% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +6.8% | +9.9% | -3.1% | +5.7% |
| 3M | +4.4% | -1.9% | +6.3% | +4.4% |
| 6M | +13.2% | +6.1% | +7.1% | +11.7% |
| YTD | -15.1% | +38.8% | -53.9% | -25.6% |
| 1Y | -20.2% | +50.0% | -70.2% | -33.0% |
| All | -20.2% | +50.3% | -70.5% | -33.0% |
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