+168.1%
IWM vs FDX
+185.4%
-17.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +0.1% | -2.5% | +2.6% | +1.1% |
| 30D | -1.3% | +3.8% | -5.1% | -2.9% |
| 3M | +1.6% | -1.3% | +2.9% | +1.7% |
| 6M | +13.6% | +5.0% | +8.5% | +10.2% |
| YTD | +20.8% | +39.6% | -18.9% | +3.9% |
| 1Y | +26.4% | +81.1% | -54.7% | -2.6% |
| 3Y | +60.7% | +63.0% | -2.4% | +25.0% |
| 5Y | +38.2% | +65.6% | -27.4% | +2.9% |
| All | +168.1% | +185.4% | -17.3% | +38.1% |
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