+738.6%
IVV vs FDX
+1,246.9%
-508.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | +1.4% |
| 7D | -2.7% | -1.6% | -1.1% | -2.1% |
| 30D | -5.4% | +6.6% | -12.0% | -7.7% |
| 3M | -4.1% | -2.1% | -2.0% | -3.6% |
| 6M | +0.7% | +2.2% | -1.4% | -0.8% |
| YTD | +8.7% | +33.9% | -25.2% | -4.1% |
| 1Y | +11.0% | +50.2% | -39.3% | -6.5% |
| 3Y | +75.4% | +65.5% | +9.9% | +37.0% |
| 5Y | +68.3% | +74.1% | -5.7% | +24.0% |
| 10Y | +315.5% | +156.7% | +158.9% | +139.4% |
| All | +738.6% | +1,246.9% | -508.3% | +143.5% |
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