+700.6%
IYR vs FDX
+1,316.6%
-616.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -1.2% | -2.5% | +1.3% | -0.2% |
| 30D | -2.9% | +3.8% | -6.7% | -4.4% |
| 3M | +0.8% | -1.3% | +2.1% | +0.9% |
| 6M | +1.9% | +5.0% | -3.2% | -1.3% |
| YTD | +9.6% | +39.6% | -30.0% | -5.7% |
| 1Y | +8.1% | +81.1% | -73.0% | -16.7% |
| 3Y | +29.2% | +63.0% | -33.8% | -0.5% |
| 5Y | +4.3% | +65.6% | -61.3% | -24.1% |
| 10Y | +64.7% | +183.4% | -118.7% | -17.2% |
| All | +700.6% | +1,316.6% | -616.0% | +126.8% |
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