+17.0%
IEFA vs FDX
+65.6%
-48.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.6% |
| 7D | +1.9% | +8.1% | -6.3% | 0.0% |
| 30D | +1.4% | +13.9% | -12.5% | -1.7% |
| 3M | -1.4% | +5.5% | -6.9% | -2.8% |
| 6M | +6.3% | +15.1% | -8.8% | +2.1% |
| YTD | +11.9% | +43.2% | -31.3% | +2.2% |
| 1Y | +17.0% | +65.0% | -48.1% | +4.0% |
| All | +17.0% | +65.6% | -48.7% | +4.0% |
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