+18.0%
IEFA vs FDX
+76.4%
-58.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -1.6% | -3.3% | +1.7% | -0.8% |
| 30D | -1.5% | -4.5% | +3.0% | -0.5% |
| 3M | +3.4% | -7.3% | +10.8% | +5.2% |
| 6M | +9.5% | +7.5% | +1.9% | +6.4% |
| YTD | +13.0% | +35.1% | -22.0% | +4.9% |
| 1Y | +18.0% | +71.4% | -53.4% | +4.8% |
| All | +18.0% | +76.4% | -58.4% | +4.8% |
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