+2,489.8%
ICE vs FDX
+408.1%
+2,081.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.2% |
| 7D | +2.0% | -1.6% | +3.7% | +2.7% |
| 30D | +12.9% | +6.6% | +6.3% | +9.8% |
| 3M | +15.4% | -2.1% | +17.5% | +16.1% |
| 6M | +13.1% | +2.2% | +10.9% | +11.0% |
| YTD | +7.5% | +33.9% | -26.5% | -7.4% |
| 1Y | +18.3% | +50.2% | -31.9% | -3.1% |
| 3Y | +65.9% | +65.5% | +0.4% | +22.3% |
| 5Y | +35.2% | +74.1% | -38.9% | -8.7% |
| 10Y | +266.7% | +156.7% | +110.1% | +69.2% |
| All | +2,489.8% | +408.1% | +2,081.7% | +682.6% |
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