+68.4%
FITB vs IAG
+804.8%
-736.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | -5.1% | +11.4% | -16.6% | -5.6% |
| 3M | +3.5% | +33.0% | -29.5% | +2.0% |
| 6M | +17.2% | -6.0% | +23.2% | +17.0% |
| YTD | +17.6% | +24.6% | -6.9% | +15.7% |
| 1Y | +23.4% | +105.0% | -81.6% | +18.3% |
| 3Y | +129.7% | +837.9% | -708.2% | +98.0% |
| 5Y | +68.4% | +817.0% | -748.5% | +31.1% |
| All | +68.4% | +804.8% | -736.4% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling