+2,521.8%
IBM vs FDX
+4,056.7%
-1,534.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | -0.1% |
| 7D | -5.0% | -1.6% | -3.3% | -4.6% |
| 30D | +11.1% | +6.6% | +4.5% | +9.1% |
| 3M | +5.7% | -2.1% | +7.8% | +6.1% |
| 6M | +10.1% | +2.2% | +8.0% | +8.9% |
| YTD | -15.6% | +33.9% | -49.5% | -23.0% |
| 1Y | -19.5% | +50.2% | -69.8% | -29.0% |
| 3Y | +80.4% | +65.5% | +14.9% | +50.3% |
| 5Y | +140.0% | +74.1% | +65.9% | +90.6% |
| 10Y | +155.0% | +156.7% | -1.7% | +71.8% |
| All | +2,521.8% | +4,056.7% | -1,534.9% | +736.2% |
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