+141.6%
FITB vs IAG
+663.0%
-521.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.1% |
| 7D | +2.8% | -7.7% | +10.4% | +3.1% |
| 30D | +9.8% | +1.6% | +8.2% | +9.6% |
| 3M | -5.2% | -2.4% | -2.7% | -5.2% |
| 6M | +17.3% | -7.8% | +25.1% | +17.3% |
| YTD | +19.3% | +5.0% | +14.3% | +18.3% |
| 1Y | +32.7% | +25.7% | +7.0% | +30.8% |
| 3Y | +141.6% | +694.5% | -552.9% | +93.7% |
| All | +141.6% | +663.0% | -521.4% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling