+2,551.3%
ICE vs FDX
+426.8%
+2,124.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | +12.9% | +9.5% | +3.4% | +8.6% |
| 3M | +17.5% | -1.3% | +18.9% | +17.9% |
| 6M | +14.0% | +5.5% | +8.4% | +10.3% |
| YTD | +10.0% | +38.9% | -28.9% | -6.7% |
| 1Y | +19.5% | +58.8% | -39.3% | -4.4% |
| 3Y | +66.8% | +71.1% | -4.4% | +21.2% |
| 5Y | +40.3% | +76.3% | -36.0% | -5.5% |
| 10Y | +249.7% | +153.4% | +96.3% | +64.0% |
| All | +2,551.3% | +426.8% | +2,124.5% | +688.9% |
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