+5.7%
IYR vs FDX
+63.0%
-57.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | -0.9% | -2.3% | +1.4% | -0.4% |
| 30D | -2.4% | -4.9% | +2.5% | -1.3% |
| 3M | -2.0% | -6.5% | +4.4% | -0.8% |
| 6M | +2.5% | +6.7% | -4.2% | +0.5% |
| YTD | +8.3% | +33.9% | -25.6% | +0.7% |
| 1Y | +6.5% | +72.2% | -65.7% | -6.7% |
| 3Y | +29.3% | +60.2% | -30.9% | +12.4% |
| 5Y | +5.7% | +62.9% | -57.3% | -13.7% |
| All | +5.7% | +63.0% | -57.3% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling