+83.6%
IYR vs FDX
+155.8%
-72.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +0.6% | +5.2% | -4.6% | -0.8% |
| 30D | +6.6% | +11.3% | -4.7% | +3.5% |
| 3M | -1.8% | -4.1% | +2.3% | -0.9% |
| 6M | +1.4% | +9.6% | -8.2% | -1.5% |
| YTD | +10.5% | +40.9% | -30.4% | -0.3% |
| 1Y | +10.6% | +53.0% | -42.4% | -2.5% |
| 3Y | +41.8% | +74.1% | -32.3% | +17.3% |
| 5Y | +6.0% | +75.1% | -69.1% | -14.9% |
| All | +83.6% | +155.8% | -72.3% | +16.5% |
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 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