+83.4%
IYR vs FDX
+152.0%
-68.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -0.1% | +0.8% | -0.9% | -0.3% |
| 30D | +5.7% | +9.9% | -4.2% | +3.0% |
| 3M | -0.6% | -1.9% | +1.3% | -0.2% |
| 6M | +0.5% | +6.1% | -5.6% | -1.5% |
| YTD | +10.4% | +38.8% | -28.4% | 0.0% |
| 1Y | +9.2% | +50.0% | -40.8% | -3.2% |
| 3Y | +40.5% | +71.0% | -30.5% | +16.8% |
| 5Y | +5.9% | +72.5% | -66.5% | -14.7% |
| All | +83.4% | +152.0% | -68.6% | +16.9% |
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