+204.4%
IEFA vs FDX
+425.1%
-220.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +2.2% | +5.2% | -3.0% | +0.7% |
| 30D | +1.1% | +11.3% | -10.2% | -2.1% |
| 3M | -4.3% | -4.1% | -0.2% | -3.2% |
| 6M | +1.4% | +9.6% | -8.3% | -1.8% |
| YTD | +10.1% | +40.9% | -30.8% | -1.3% |
| 1Y | +12.9% | +53.0% | -40.1% | -1.2% |
| 3Y | +65.8% | +74.1% | -8.3% | +35.1% |
| 5Y | +47.7% | +75.1% | -27.4% | +16.4% |
| 10Y | +146.8% | +156.9% | -10.2% | +53.4% |
| All | +204.4% | +425.1% | -220.8% | +41.8% |
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 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