+131.1%
FITB vs IAG
+797.8%
-666.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.6% |
| 7D | +2.8% | +4.3% | -1.4% | +2.7% |
| 30D | -4.5% | +9.8% | -14.3% | -4.9% |
| 3M | +5.7% | +28.9% | -23.3% | +4.3% |
| 6M | +17.1% | -7.6% | +24.7% | +16.9% |
| YTD | +18.3% | +22.0% | -3.6% | +16.5% |
| 1Y | +23.9% | +99.5% | -75.6% | +19.0% |
| 3Y | +131.1% | +818.3% | -687.2% | +80.4% |
| All | +131.1% | +797.8% | -666.7% | +80.4% |
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