+707.1%
IYR vs FDX
+1,329.3%
-622.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | +0.6% | +5.2% | -4.6% | -1.5% |
| 30D | +6.6% | +11.3% | -4.7% | +2.0% |
| 3M | -1.8% | -4.1% | +2.3% | -0.4% |
| 6M | +1.4% | +9.6% | -8.2% | -3.1% |
| YTD | +10.5% | +40.9% | -30.4% | -5.4% |
| 1Y | +10.6% | +53.0% | -42.4% | -8.5% |
| 3Y | +41.8% | +74.1% | -32.3% | +6.3% |
| 5Y | +6.0% | +75.1% | -69.1% | -24.5% |
| 10Y | +86.7% | +156.9% | -70.3% | -1.3% |
| All | +707.1% | +1,329.3% | -622.2% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling