+282.0%
FITB vs IAG
+423.2%
-141.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.5% |
| 7D | -1.0% | -4.1% | +3.1% | -0.9% |
| 30D | -5.5% | +10.6% | -16.1% | -5.8% |
| 3M | +4.1% | +35.4% | -31.3% | +3.1% |
| 6M | +18.7% | -9.5% | +28.3% | +18.7% |
| YTD | +18.2% | +21.8% | -3.7% | +17.1% |
| 1Y | +23.7% | +84.1% | -60.5% | +21.1% |
| 3Y | +130.8% | +817.4% | -686.6% | +114.3% |
| 5Y | +69.8% | +830.1% | -760.3% | +54.9% |
| All | +282.0% | +423.2% | -141.2% | +253.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IAG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling