+25.0%
IWM vs FDX
+74.0%
-49.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.3% |
| 7D | +1.4% | -3.3% | +4.7% | +2.3% |
| 30D | -2.3% | -1.4% | -0.9% | -2.0% |
| 3M | +4.0% | -4.5% | +8.5% | +5.0% |
| 6M | +17.9% | +9.4% | +8.5% | +12.5% |
| YTD | +20.2% | +36.0% | -15.8% | +6.2% |
| 1Y | +25.0% | +75.5% | -50.5% | +3.2% |
| All | +25.0% | +74.0% | -49.0% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling