+92.2%
FITB vs IAG
+303.8%
-211.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +1.0% |
| 7D | +2.8% | -7.7% | +10.4% | +3.2% |
| 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% | +17.6% |
| 1Y | +32.7% | +25.7% | +7.0% | +29.3% |
| 3Y | +141.6% | +694.5% | -552.9% | +105.0% |
| 5Y | +48.9% | +421.7% | -372.8% | +26.3% |
| 10Y | +216.5% | +382.5% | -165.9% | +155.4% |
| All | +92.2% | +303.8% | -211.6% | +35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling