+306.5%
IVV vs FDX
+153.7%
+152.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +1.2% |
| 7D | -2.7% | -1.6% | -1.1% | -2.2% |
| 30D | -5.4% | +6.6% | -12.0% | -7.3% |
| 3M | -4.1% | -2.1% | -2.0% | -3.7% |
| 6M | +0.7% | +2.2% | -1.4% | -0.5% |
| YTD | +8.7% | +33.9% | -25.2% | -2.2% |
| 1Y | +11.0% | +50.2% | -39.3% | -4.0% |
| 3Y | +75.4% | +65.5% | +9.9% | +41.9% |
| 5Y | +68.3% | +74.1% | -5.7% | +29.5% |
| All | +306.5% | +153.7% | +152.8% | +155.2% |
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