+310.3%
IVV vs FDX
+155.8%
+154.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | +2.6% | +5.2% | -2.6% | +0.9% |
| 30D | -2.0% | +11.3% | -13.3% | -5.3% |
| 3M | -2.8% | -4.1% | +1.3% | -1.7% |
| 6M | +2.2% | +9.6% | -7.5% | -1.3% |
| YTD | +11.5% | +40.9% | -29.4% | -1.3% |
| 1Y | +13.5% | +53.0% | -39.5% | -2.3% |
| 3Y | +78.1% | +74.1% | +4.0% | +41.8% |
| 5Y | +73.1% | +75.1% | -2.0% | +33.2% |
| All | +310.3% | +155.8% | +154.5% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling